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1. Markov chains - Yale University
probability distributions incorporate a simple sort of dependence structure, where the con- ... The interpretation of the number Pij is the conditional probability, given that the chain is in state iat time n, say, that the chain jumps to the state j ... independence. The Markov property could be said to capture the next simplest sort
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Chapter 12 Conditional densities
www.stat.yale.eduConditional densities 12.1Overview Density functions determine continuous distributions. If a continuous distri-bution is calculated conditionally on some information, then the density is called a conditional density. When the conditioning information involves another random variable with a continuous distribution, the conditional den-
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