Title: Conditional Probability and Conditional Expectation
Abstract: This chapter focuses on conditional probability and conditional expectation, which are important concepts in probability theory. In calculating probabilities and expectations, when some partial information is available, the desired probabilities and expectations are conditional ones. On the other hand, in calculating a desired probability or expectation, it is often extremely useful to first condition on some appropriate random variable. If X and Y have a joint probability density function f(x, y), then the conditional probability density function of X, given that Y = y, is defined for all values of y such that fY(y) > 0 by fX |Y (x | y) =.
Publication Year: 1993
Publication Date: 1993-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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