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Conditional Probability Mass Function

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ProbabilityStochasticProcesses

Given two discrete RVs XX and YY with joint pmf p(x,y),x∈X,y∈Yp(x,y),x\in\mathscr{X},y\in\mathscr{Y}, the conditional pmf of xx given that Y=yY=y is denoted by pX∣Y(x∣y)p_{X|Y}(x|y) and defined as pX∣Y(x∣y)=P(X=x,Y=y)P(Y=y)=pxy(x,y)py(y), x∈Xp_{X|Y}(x|y)=\frac{P(X=x,Y=y)}{P(Y=y)}=\frac{p_{xy}(x,y)}{p_y(y)}, \ x\in\mathscr{X}

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