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Conditional Distributions 10/27

Remember the formula for conditional probability:

\begin{displaymath}P(E\vert F)=\frac{P(E\cap F)}{P(F)}\end{displaymath}

Now suppose that E and F are events defined with regards to random variables X and Y. We cannot always use the actual probability of events such as $\{Y=y\}$ because that has probability 0.

 

Susan Holmes
1998-12-07