 Solution

Let $(B_j)$ be a finite or countable partition of a set of the sample space into disjoint events, with $\mathbb{P}(B_j)>0$. For any event $A$, the law of total probability isTo prove it, the intersections $A\cap B_j$ are disjoint and have union $A$. Countable additivity and the definition of conditional probability therefore giveIt is enough that the union of the partition events has probability one. Parts of probability zero contribute zero in the intersection formula and can be omitted before writing conditional probabilities; conditioning by division on a zero-probability part would be undefined.