Lecture 10 - University of Texas at Austin
Jan 24, 2015 · When the random vector (X,Y) admits a joint density fX,Y(x,y), and fY(y) > 0, the concept of conditional density f XjY=y(x) = f, Y(x,y)/f (y) is introduced and the quantity P[X 2AjY = y] is given meaning via R A f XjY=y(x,y)dx. While this procedure works well in the restrictive case of absolutely continuous random vectors, we will see how it is ...
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