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Is there a way to resolve probability of an event, given another event that never happens? Mathematically speaking the problem is:

Given that $P(B) = 0$,

$$P(A|B)=\frac{P(A \cap B)}{P(B)} = \frac{0}{0}$$

Is this probability vacuously $0$ of $1$? Can we show that it's one or the other?

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you might look at en.wikipedia.org/wiki/Regular_conditional_probability –  ShawnD Feb 16 '12 at 19:53
    
I would think that $P(A|B)$ would be undefined. However, a quick search of wikipedia shows that there are ways to approximate $B$ by events with nonzero probability and consider a limit. (en.wikipedia.org/wiki/…) –  Jeff Feb 16 '12 at 19:56
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Conditioning on zero-probability events is used quite commonly when one is dealing with continuous random variables, since for a continuous random variable $X$, $P\{X = a\} = 0$ for all $a$, while we still want to talk about $P(B|X=a)$ and even use the law of total probability in the form $$P(B) = \int_{-\infty}^\infty P(B|X=a)f_X(a)\mathrm da.$$ –  Dilip Sarwate Feb 16 '12 at 19:57
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The comment by Dilip Sarwate points to conditioning on the level of densities which can be interpreted as conditioning on a family of events of probability zero. It is a probabilistic version of Radon-Nikodym derivative.

One can also condition on an individual event of probability zero, if that event admits a natural approximation by events of positive probability. For example, begin with a probability measure $\nu$ on the space $C[0,1]$ of continuous functions such that $\nu(\{f(0)=0\})=0$. Restrict it to the set of functions $f$ such that $|f(0)| \le \epsilon$. Normalize this restriction to a probability measure. If these normalized restrictions converge (in some sense) to a probability measure $\mu$ on $C[0,1]$, we can regard $\mu$ as conditional distribution on the zero-probability event $f(0)=0$.

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This argument applies only to probability of events and not for probability with random variables.


Firstly the definition, $$P(A|B)=\dfrac{P(A \cap B)}{P(B)}$$ applies only when $P(B) \neq 0$.

What is it when $P(B)=0$?

Well, $P(A|B)$ is the probability of $A$ happening given that $B$ happened is ridiculous to even ask. How can you be given that an event that cannot happen has happened? So, it shall remain indeterminate in my opinion.

However, some texts, do give that $P(A|B)=0$ and some others assign $1$, or so my teacher has told us that he has seen one book doing the latter (asssigning $1$).

But, it just does not matter.

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