Overview

conditional distribution


Show Summary Details

Quick Reference

For two jointly distributed random variables X and Y the conditional distribution of Y given X is the distribution of Y when X takes particular values. For discrete random variables it is given by

P[Y = y | X = x] = P[X = x, Y = y]/P[X = x].

For continuous random variables, the conditional density function is given by

f(y | x) = f(x, y)/f(x)

where f(x, y) is the joint density function, and f(x) is the marginal density function of X.

Subjects: Economics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.