Conditional Distribution
For discrete random variables and , the conditional distribution of given is
The law of total probability recovers the marginal:
Definition 3.38 (Conditional Distribution)
Let and be two discrete random variables. The conditional distribution of given is defined by
By the law of total probability, we have
Related
Stated in
- Definition 3.38 (Conditional Distribution)§3.4.1 Joint Distribution and Conditional Distribution