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조건부확률과 독립 (Conditioning, Independence) Section 8. Conditioning and Independence. 조건부확률과 독립Conditional distribution of

Y

X = x

P (Y \in B | X = x) = \frac{P (Y \in B, X = x)}{P (X = x)}

Conditional distribution - Discrete

p_{Y | X} (y | x) = \frac{p_{X, Y} (x, y)}{p_{X} (x)}

Conditional distribution - Continuousconditional density of

Y

X = x

f_{Y | X} (y | x) = \frac{f_{X, Y} (x, y)}{f_{X} (x)}

따라서 확률

P (a \leq Y \leq b | X = x)

를 구하면\[ P(.. 2023. 3. 23.

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