728x90 반응형 조건부확률1 조건부확률과 독립 (Conditioning, Independence) Section 8. Conditioning and Independence. 조건부확률과 독립Conditional distribution of $Y$ given $X=x$\[ P(Y \in B | X=x) = \cfrac{P(Y \in B, X=x)}{P(X=x)} \]Conditional distribution - Discrete\[ p_{Y|X}(y|x) = \cfrac{p_{X,Y}(x,y)}{p_X(x)} \]Conditional distribution - Continuousconditional density of $Y$, given $X=x$\[ f_{Y|X}(y|x) = \cfrac{f_{X,Y}(x,y)}{f_X(x)} \]따라서 확률 $P(a \le Y \le b|X=x)$를 구하면\[ P(.. 2023. 3. 23. 이전 1 다음 728x90 반응형