# Convolution of two probabilities (non-independent)

#### JoshC

##### New Member
I was wondering if the following is true, where * denotes convolution:

p(A|C,D) = p(A|B) * p(B|C,D).

Basically, I want to know if convolution will marginalize out B. My intuition says this is correct, but I'm not entirely certain.

Thank you.

Josh