Let (Ω, F, P) be a probability space, and B ∈ F be such that
P(B) > 0. Define
another measure, Q : F → [0, 1] be defined by Q(A) = P(A|B). First
show that
(Ω, F, Q) is a probability space. Next, suppose C ∈ F such that
Q(C) > 0. Prove
that Q(A|C) = P(A|B ∩ C).