FIND ME ON

GitHub

LinkedIn

Conditional Probability Density Function

🌱

ProbabilityStochasticProcesses

Given two discrete RVs XX and YY with joint pdf fxy(x,y),xX,yYf_{xy}(x,y),x\in\mathscr{X},y\in\mathscr{Y}, the conditional pdf of XX given that Y=yY=y is denoted by fXY(xy)f_{X|Y}(x|y) and defined as fXY(xy)=fxy(x,y)fy(y), xX, f(y)>0f_{X|Y}(x|y)=\frac{f_{xy}(x,y)}{f_y(y)}, \ x\in\mathscr{X}, \ f(y)>0

Linked from