Random Variables and Signals
Topic 15: Conditional Distributions for Two Random Variables
Conditional Distributions
There are many applications of probability theory where we want to know the probabilistic behavior of a random variable Y given the value of another random variable X. We get this using conditional distributions.
Definition $ \qquad $ For random variables X and Y defined on (S,F,P), the joint cdf of X and Y given an event M ∈ F, with P(M) >0, is
A special case of great interest is:
