conditional distributions

(1.5 hours to learn)

Summary

The conditional distribution of a random variable X given another random variable Y is the distribution of X when Y is observed to take some vaule. While the precise mathematical definition is involved, for discrete and continuous variables, it amounts to dividing the joint PDF or PMF of X and Y by the PDF or PMF of Y.

Context

Goals

  • Know the definitions of the conditional distribution for both discrete and continuous random variables
  • For continuous random variables, why isn't it mathematically rigorous to condition on an event of probability zero?
  • Know how the joint distribution of a set of random variables decomposes as a product of conditional distributions

Core resources (read/watch one of the following)

-Paid-

See also