Chain rule for probabilities
= Chain rule for probabilities
{title2=$P(A_1\cap\cdots\cap A_m)=\prod_jP(A_j\mid A_1\cap\cdots\cap A_{j-1})$}
When all conditioning events have positive <probability>, repeatedly apply the definition of <conditional probability> to factor a joint event into successive conditional factors. For a sequence of discrete responses, this yields the product of conditional masses along the actual outcome path. It requires no unconditional independence assumption.