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y
f(x, y) h(y) =
x
f(x, y) for the discrete case
#(x) =
Uy
Ly
f(x, y) dy h(y) =
$x
%x
f(x, y) dx for the
continuous case
Example &:
5erive #(x) and h(y) for <xample ).
Example ':
5erive #(x) and h(y) for the joint density function in <xample +.
CONDITIONAL DISTRIBUTIONS
Eecall8 Fonditional robability $ormula
( G H -) = (- G)
(-)
Fonsider + random variables ! and "8
0f we let - be the event defined by ! = x and G be the event that " = y, we have,
( "= y) H ! = x ) = (! = x, " = y)
(! = x)
= f(x, y)
9:-;<%= 7otes8 4oint robability 5istribution a#e + of ,
#(x) #(x) I *
where ! and " are discrete random variables
(" = y H ! = x ) may actually be expressed as a probability distribution denoted by
f( y H x). %herefore, f (y ( x is calle! by con!itional !istribution of the ran!om "ariable )
gi"en that * + x#
,enerali-ation
Let ! and " be two random variables, discrete or continuous. %he conditional
probability distribution of the random variable " #iven that ! = x, is #iven by
f (y H x) = f(x, y) #(x) I *
#(x)
(pure function of y)
Dimilarly, the conditional probability distribution of the random variable ! #iven
that " = y, is #iven by
f (x H y) = f(x, y) h(y) I *
h(y)
(pure function of x)
7ote8 f (x H y) only #ives ( ! = x H " = y). 0f one wishes to find the probability that the
discrete random variable x falls between a and b when it is >nown that the discrete
variable " = y, then we evaluate
(a ? x ? b H " = y) =
x
f (x H y)
Dimilarly,
(a ? y ? b H ! = x) =
y
f (x H y)
$or the continuous case8
(a ? x ? b H " = y) =
b
a
f (x H y) dx
(a ? y ? b H ! = x) =
b
a
f (y H x) dy
Example .:
$ind the conditional probability distribution of !, #iven that " = ) for <xample ) and use
it to evaluate (x = * H y = )).
STATISTICAL INDEPENDENCE
Eecall8 (G H -) = (- G)
(-)
9:-;<%= 7otes8 4oint robability 5istribution a#e ( of ,
(- G) = (-) J (G H -)
(- G) = (-) J (G) if - and G are statistically independent
Dimilarly,
f (y H x) = f(x, y)
#(x)
f(x, y) = #(x) J f (y H x)
f(x, y) = #(x) J h(y) if ! and " are statistically independent
BE8 f (y H x) = f(x, y)
#(x)
f(x, y) = #(x) J f (y H x)
h(y) =
$x
%x
f(x, y) dx =
$x
%x
#(x) J f(y H x) dx
pure function of y
if x and y are independent
h(y) = f (y H x)
$x
%x
#(x) dx
h(y) = f(x, y) H #(x)
f(x, y) = #(x) J h(y)
Let ! and " be two random variables, discrete or continuous, with joint probability
distribution f(x, y) and mar#inal distributions #(x) and h(y), respectively. %he random
variable ! and " are said to be statistically independent if and only if
f(x, y) = #(x) J h(y) for all (x, y) within their ran#e
9:-;<%= 7otes8 4oint robability 5istribution a#e , of ,