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Conditional probability distribution

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More generally, one can refer to the conditional distribution of a subset of a set of more than two variables; this conditional distribution is contingent on the values of all the remaining variables, and if more than one variable is included in the subset then this conditional distribution is the
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plane. The intersection of that plane with the joint normal density, once rescaled to give unit area under the intersection, is the relevant conditional density of
1947: 1921: 2002: 1973: 1212: 1186: 1160: 1058: 1032: 1006: 980: 497: 5196: 5176: 5067: 4913: 4866: 4583: 4009: 2849: 2825: 2805: 2785: 2716: 2696: 2626: 2606: 2510: 2490: 2429: 2409: 2319: 2299: 2279: 2259: 2235: 2215: 2022: 1895: 1875: 1855: 1643: 1623: 1558: 1498: 1478: 1288: 1268: 1248: 775: 755: 471: 407: 387: 352: 332: 312: 292: 272: 252: 228: 208: 184: 164: 53: 2183:{\displaystyle Y\mid X=70\ \sim \ {\mathcal {N}}\left(\mu _{Y}+{\frac {\sigma _{Y}}{\sigma _{X}}}\rho (70-\mu _{X}),\,(1-\rho ^{2})\sigma _{Y}^{2}\right).} 1651: 783: 4402: 100: 2854:
Additionally, a marginal of a joint distribution can be expressed as the expectation of the corresponding conditional distribution. For instance,
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is known to be a particular value; in some cases the conditional probabilities may be expressed as functions containing the unspecified value
3326: 79: 5600: 4382:{\displaystyle \mathbf {1} _{A}(\omega )={\begin{cases}1\;&{\text{if }}\omega \in A,\\0\;&{\text{if }}\omega \notin A,\end{cases}}} 86: 3139: 4156: 3597: 17: 68: 4671:
An expectation of a random variable with respect to a regular conditional probability is equal to its conditional expectation.
4522: 5555: 5504: 4488: 3003: 4682: 3450: 4726: 4942: 5479: 3317:, and such a random variable is uniquely defined up to sets of probability zero. A conditional probability is called 1162:
is 3/6 = 1/2 (since there are six possible rolls of the dice, of which three are even), whereas the probability that
119: 4808: 5605: 4661:{\displaystyle \operatorname {P} (A\mid {\mathcal {G}})=\operatorname {E} (\mathbf {1} _{A}\mid {\mathcal {G}})\;} 1810:
The concept of the conditional distribution of a continuous random variable is not as intuitive as it might seem:
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which is a random variable. Note that the expectation of this random variable is equal to the probability of
3865:{\displaystyle \mu _{X\,|\,{\mathcal {G}}}(B\,|\,{\mathcal {G}})=\mathrm {P} (X^{-1}(B)\,|\,{\mathcal {G}}).} 1834: 1814:
shows that conditional probability density functions need not be invariant under coordinate transformations.
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is typically used to represent the conditional probability. The conditional distribution contrasts with the
2519: 1227: 414: 3980:{\displaystyle \mu _{X\,|{\mathcal {G}}}(\cdot \,|{\mathcal {G}})(\omega ):{\mathcal {E}}\to \mathbb {R} } 4998: 4249: 3728: 3567: 3290: 3081: 651:{\displaystyle p_{Y|X}(y\mid x)\triangleq P(Y=y\mid X=x)={\frac {P(\{X=x\}\cap \{Y=y\})}{P(X=x)}}\qquad } 5323: 5273: 4103: 4038: 3875: 3692: 3417: 5427: 2324: 1223: 366:
of a random variable, which is its distribution without reference to the value of the other variable.
5397: 5373: 5349: 5299: 5249: 5225: 5201: 5137: 5113: 5028: 4918: 4871: 4784: 4760: 4319: 4014: 3660: 3555:{\displaystyle \operatorname {P} \!\left(A\mid \{\emptyset ,\Omega \}\right)=\operatorname {P} (A).} 3115: 3057: 2857: 2631: 2238: 1563: 450: 231: 4134: 1411: 5432: 4562: 3190: 2434: 410: 46: 5134:
be the sigma-field of all countable sets and sets whose complement is countable. So each set in
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is 1/3 (since there are three possible prime number rolls—2, 3, and 5—of which one is even).
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Fundamentals of Probability and Stochastic Processes with Applications to Communications
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in the denominator, this is defined only for non-zero (hence strictly positive)
3280:{\displaystyle \int _{G}P(A\mid {\mathcal {G}})(\omega )dP(\omega )=P(A\cap G)} 5594: 4455:{\displaystyle \operatorname {E} (\mathbf {1} _{A})=\operatorname {P} (A).\;} 1978:, and then visualize the plane containing that line and perpendicular to the 1397:{\displaystyle f_{Y\mid X}(y\mid x)={\frac {f_{X,Y}(x,y)}{f_{X}(x)}}\qquad } 4781:
can be loosely interpreted as containing a subset of the information in
1822: 4153:), every conditional probability distribution is regular. In this case, 137: 3367:{\displaystyle \operatorname {P} (\cdot \mid {\mathcal {G}})(\omega )} 35: 4674: 5025:. It is incorrect to conclude in general that the information in 3182:{\displaystyle P(A\mid {\mathcal {G}}):\Omega \to \mathbb {R} } 4231:{\displaystyle E=\int _{-\infty }^{\infty }x\,\mu (dx,\cdot )} 3642:{\displaystyle \operatorname {P} (A\mid {\mathcal {G}})=1_{A}} 5474:(Fifth ed.). San Diego: Academic Press. pp. 88–91. 4080:
For a real-valued random variable (with respect to the Borel
421:. The properties of a conditional distribution, such as the 4375: 953: 425:, are often referred to by corresponding names such as the 5049:
does not tell us anything about the probability of event
4554:{\displaystyle \operatorname {P} (A\mid {\mathcal {G}})} 3650: 3489:, the conditional probability is the constant function 2767:
is a probability mass function and so the sum over all
1217: 4512:{\displaystyle {\mathcal {G}}\subseteq {\mathcal {F}}} 4241: 3027:{\displaystyle {\mathcal {G}}\subseteq {\mathcal {F}}} 5400: 5376: 5352: 5326: 5302: 5276: 5252: 5228: 5204: 5184: 5164: 5140: 5116: 5078: 5069:
occurring. This can be shown with a counter-example:
5055: 5031: 5001: 4945: 4921: 4901: 4874: 4854: 4811: 4787: 4763: 4729: 4716:{\displaystyle (\Omega ,{\mathcal {F}},\mathbb {P} )} 4685: 4594: 4571: 4525: 4491: 4471: 4405: 4289: 4252: 4159: 4137: 4106: 4086: 4041: 4017: 3997: 3904: 3878: 3761: 3731: 3695: 3663: 3600: 3570: 3495: 3482:{\displaystyle {\mathcal {G}}=\{\emptyset ,\Omega \}} 3453: 3420: 3384: 3329: 3293: 3199: 3142: 3118: 3084: 3060: 3040: 3006: 2964: 2860: 2837: 2813: 2793: 2773: 2724: 2704: 2684: 2634: 2614: 2594: 2522: 2498: 2478: 2437: 2417: 2397: 2327: 2307: 2287: 2267: 2247: 2223: 2203: 2032: 2010: 1984: 1955: 1929: 1903: 1883: 1863: 1843: 1654: 1631: 1611: 1566: 1546: 1506: 1486: 1466: 1414: 1300: 1276: 1256: 1236: 1194: 1168: 1142: 1040: 1014: 988: 962: 786: 763: 743: 703: 668: 509: 479: 459: 444: 395: 375: 340: 320: 300: 280: 260: 240: 216: 196: 172: 152: 4750:{\displaystyle {\mathcal {A}}\subset {\mathcal {F}}} 5072:Consider a probability space on the unit interval, 60:. Unsourced material may be challenged and removed. 5585:(3rd ed.). New York, NY: John Wiley and Sons. 5410: 5386: 5362: 5338: 5312: 5288: 5262: 5238: 5214: 5190: 5170: 5150: 5126: 5102: 5061: 5041: 5017: 4987: 4931: 4907: 4884: 4860: 4840: 4797: 4773: 4749: 4715: 4660: 4577: 4553: 4511: 4477: 4454: 4381: 4268: 4230: 4145: 4123: 4092: 4063: 4027: 4003: 3979: 3890: 3864: 3747: 3717: 3681: 3641: 3586: 3554: 3481: 3432: 3406: 3366: 3309: 3279: 3181: 3128: 3100: 3070: 3046: 3026: 2992: 2942: 2843: 2819: 2799: 2779: 2759: 2710: 2690: 2662: 2620: 2600: 2580: 2504: 2484: 2464: 2423: 2403: 2383: 2313: 2293: 2273: 2253: 2229: 2209: 2182: 2016: 1996: 1967: 1941: 1915: 1889: 1869: 1849: 1799: 1637: 1617: 1605:The relation with the probability distribution of 1594: 1552: 1528: 1492: 1472: 1448: 1396: 1282: 1262: 1242: 1206: 1180: 1154: 1052: 1026: 1000: 974: 936: 769: 749: 737:The relation with the probability distribution of 727: 689: 650: 491: 465: 401: 381: 346: 326: 306: 286: 266: 246: 222: 202: 178: 158: 4988:{\displaystyle \mathbb {P} (B|A)=\mathbb {P} (B)} 3499: 5592: 5320:occurred is equivalent to knowing exactly which 2953: 4675:Interpretation of conditioning on a Sigma Field 2241:if and only if the conditional distribution of 499:can be written according to its definition as: 453:, the conditional probability mass function of 4841:{\displaystyle \mathbb {P} (B|{\mathcal {A}})} 1034:if the number is prime (i.e., 2, 3, or 5) and 2301:, equal to the unconditional distribution of 982:if the number is even (i.e., 2, 4, or 6) and 5494: 3523: 3511: 3476: 3464: 874: 862: 856: 844: 618: 606: 600: 588: 5543: 2321:. For discrete random variables this means 2192: 5246:also contains all the singleton events in 4657: 4451: 4352: 4325: 2993:{\displaystyle (\Omega ,{\mathcal {F}},P)} 4972: 4947: 4813: 4706: 4206: 4139: 3973: 3934: 3913: 3848: 3842: 3798: 3792: 3776: 3770: 3175: 2831:, so that the sum (or integral) over all 2134: 1560:. Also in this case it is necessary that 120:Learn how and when to remove this message 27:Probability theory and statistics concept 5488: 5270:(those sets which contain only a single 3407:{\displaystyle (\Omega ,{\mathcal {F}})} 1821: 1136:Then the unconditional probability that 5198:and so is independent of each event in 14: 5593: 69:"Conditional probability distribution" 5296:). So knowing which of the events in 2581:{\displaystyle f_{Y}(y|X=x)=f_{Y}(y)} 2281:is, for all possible realizations of 5466: 4915:is independent of a sub-sigma field 4035:. If it is a probability measure on 3989:conditional probability distribution 1218:Conditional continuous distributions 188:conditional probability distribution 58:adding citations to reliable sources 29: 5601:Theory of probability distributions 5544:Billingsley, Patrick (2012-02-28). 5018:{\displaystyle A\in {\mathcal {A}}} 4269:{\displaystyle A\in {\mathcal {F}}} 4242:Relation to conditional expectation 3748:{\displaystyle B\in {\mathcal {E}}} 3587:{\displaystyle A\in {\mathcal {G}}} 3310:{\displaystyle G\in {\mathcal {G}}} 3101:{\displaystyle A\in {\mathcal {F}}} 1923:, one can first visualize the line 369:If the conditional distribution of 24: 5575: 5531: 5519: 5472:Introduction to Probability Models 5403: 5379: 5355: 5339:{\displaystyle \omega \in \Omega } 5333: 5305: 5289:{\displaystyle \omega \in \Omega } 5283: 5255: 5231: 5207: 5143: 5119: 5079: 5034: 5010: 4924: 4877: 4830: 4790: 4766: 4742: 4732: 4697: 4689: 4649: 4623: 4612: 4595: 4543: 4526: 4504: 4494: 4433: 4406: 4261: 4198: 4193: 4174: 4124:{\displaystyle {\mathcal {R}}^{1}} 4110: 4064:{\displaystyle (E,{\mathcal {E}})} 4053: 4020: 3964: 3942: 3921: 3891:{\displaystyle \omega \in \Omega } 3885: 3851: 3813: 3801: 3779: 3740: 3725:-valued random variable. For each 3718:{\displaystyle (E,{\mathcal {E}})} 3707: 3670: 3649:, the indicator function (defined 3618: 3601: 3579: 3534: 3520: 3514: 3496: 3473: 3467: 3456: 3433:{\displaystyle \omega \in \Omega } 3427: 3396: 3388: 3347: 3330: 3302: 3224: 3168: 3157: 3121: 3093: 3063: 3019: 3009: 2976: 2968: 2472:. For continuous random variables 2059: 1250:given the occurrence of the value 445:Conditional discrete distributions 25: 5617: 4805:. For example, we might think of 2384:{\displaystyle P(Y=y|X=x)=P(Y=y)} 4848:as the probability of the event 4634: 4417: 4292: 34: 5438:Regular conditional probability 4679:Consider the probability space 1393: 647: 45:needs additional citations for 5550:. Hoboken, New Jersey: Wiley. 5537: 5525: 5513: 5460: 5411:{\displaystyle {\mathcal {F}}} 5387:{\displaystyle {\mathcal {F}}} 5370:contains no information about 5363:{\displaystyle {\mathcal {G}}} 5313:{\displaystyle {\mathcal {G}}} 5263:{\displaystyle {\mathcal {F}}} 5239:{\displaystyle {\mathcal {G}}} 5215:{\displaystyle {\mathcal {F}}} 5151:{\displaystyle {\mathcal {G}}} 5127:{\displaystyle {\mathcal {G}}} 5097: 5085: 5042:{\displaystyle {\mathcal {A}}} 4982: 4976: 4965: 4958: 4951: 4932:{\displaystyle {\mathcal {A}}} 4885:{\displaystyle {\mathcal {A}}} 4835: 4824: 4817: 4798:{\displaystyle {\mathcal {F}}} 4774:{\displaystyle {\mathcal {A}}} 4710: 4686: 4654: 4629: 4617: 4601: 4565:of the indicator function for 4548: 4532: 4519:, the conditional probability 4445: 4439: 4427: 4412: 4308: 4302: 4225: 4210: 4179: 4163: 4058: 4042: 4028:{\displaystyle {\mathcal {G}}} 3969: 3956: 3950: 3947: 3936: 3928: 3915: 3856: 3844: 3839: 3833: 3817: 3806: 3794: 3786: 3772: 3712: 3696: 3682:{\displaystyle X:\Omega \to E} 3673: 3623: 3607: 3546: 3540: 3447:For the trivial sigma algebra 3401: 3385: 3361: 3355: 3352: 3336: 3274: 3262: 3253: 3247: 3238: 3232: 3229: 3213: 3171: 3162: 3146: 3129:{\displaystyle {\mathcal {G}}} 3071:{\displaystyle {\mathcal {F}}} 2987: 2965: 2943:{\displaystyle p_{X}(x)=E_{Y}} 2937: 2934: 2924: 2914: 2905: 2893: 2877: 2871: 2754: 2741: 2728: 2651: 2645: 2575: 2569: 2553: 2540: 2533: 2453: 2441: 2378: 2366: 2357: 2344: 2331: 2154: 2135: 2128: 2109: 1835:bivariate normal joint density 1791: 1785: 1772: 1760: 1751: 1736: 1724: 1702: 1696: 1683: 1671: 1583: 1577: 1523: 1517: 1443: 1431: 1387: 1381: 1366: 1354: 1329: 1317: 928: 916: 910: 886: 877: 841: 832: 820: 814: 790: 719: 707: 684: 672: 641: 629: 621: 585: 573: 549: 540: 528: 519: 13: 1: 5448: 2954:Measure-theoretic formulation 2673: 2663:{\displaystyle f_{X}(x)>0} 1877:. To see the distribution of 1595:{\displaystyle f_{X}(x)>0} 360:conditional probability table 5453: 4146:{\displaystyle \mathbb {R} } 3136:-measurable random variable 1817: 1449:{\displaystyle f_{X,Y}(x,y)} 1228:probability density function 1008:otherwise. Furthermore, let 952:Consider the roll of a fair 419:conditional density function 415:probability density function 7: 5421: 5346:occurred! So in one sense, 2465:{\displaystyle P(X=x)>0} 1224:continuous random variables 441:of the included variables. 10: 5622: 5568: 5428:Conditioning (probability) 4895:Also recall that an event 2760:{\displaystyle P(Y=y|X=x)} 947: 314:as a parameter. When both 4868:given the information in 3112:implies that there is a 662:Due to the occurrence of 451:discrete random variables 5103:{\displaystyle \Omega =} 3000:be a probability space, 2193:Relation to independence 1529:{\displaystyle f_{X}(x)} 232:probability distribution 18:Conditional distribution 5606:Conditional probability 5582:Probability and Measure 5547:Probability and Measure 5433:Conditional probability 5222:. However, notice that 4563:conditional expectation 4478:{\displaystyle \sigma } 4093:{\displaystyle \sigma } 3191:conditional probability 3047:{\displaystyle \sigma } 728:{\displaystyle P(X=x).} 411:continuous distribution 5412: 5388: 5364: 5340: 5314: 5290: 5264: 5240: 5216: 5192: 5172: 5152: 5128: 5104: 5063: 5043: 5019: 4989: 4933: 4909: 4886: 4862: 4842: 4799: 4775: 4757:. The sub-sigma field 4751: 4723:and a sub-sigma field 4717: 4662: 4579: 4555: 4513: 4479: 4456: 4383: 4270: 4232: 4147: 4125: 4094: 4065: 4029: 4005: 3981: 3892: 3866: 3749: 3719: 3683: 3643: 3588: 3556: 3483: 3434: 3408: 3368: 3311: 3281: 3183: 3130: 3102: 3072: 3048: 3028: 2994: 2944: 2845: 2821: 2801: 2781: 2761: 2712: 2692: 2678:Seen as a function of 2664: 2622: 2602: 2582: 2514:joint density function 2506: 2486: 2466: 2425: 2405: 2385: 2315: 2295: 2275: 2255: 2231: 2211: 2184: 2018: 1998: 1969: 1943: 1917: 1891: 1871: 1851: 1830: 1801: 1639: 1619: 1596: 1554: 1530: 1494: 1474: 1450: 1398: 1284: 1264: 1244: 1208: 1182: 1156: 1054: 1028: 1002: 976: 938: 771: 751: 729: 691: 690:{\displaystyle P(X=x)} 652: 493: 467: 403: 383: 348: 328: 308: 288: 268: 248: 224: 204: 180: 160: 5495:Park, Kun Il (2018). 5413: 5389: 5365: 5341: 5315: 5291: 5265: 5241: 5217: 5193: 5173: 5153: 5129: 5105: 5064: 5044: 5020: 4990: 4934: 4910: 4887: 4863: 4843: 4800: 4776: 4752: 4718: 4663: 4580: 4556: 4514: 4480: 4457: 4384: 4271: 4233: 4148: 4126: 4095: 4066: 4030: 4006: 3982: 3893: 3867: 3750: 3720: 3684: 3644: 3589: 3557: 3484: 3435: 3409: 3369: 3312: 3282: 3184: 3131: 3110:Radon-Nikodym theorem 3103: 3073: 3049: 3029: 2995: 2945: 2846: 2822: 2802: 2782: 2762: 2713: 2693: 2665: 2623: 2603: 2583: 2507: 2487: 2467: 2426: 2406: 2386: 2316: 2296: 2276: 2256: 2232: 2212: 2185: 2019: 1999: 1970: 1944: 1918: 1892: 1872: 1852: 1837:for random variables 1825: 1802: 1640: 1620: 1597: 1555: 1531: 1495: 1475: 1451: 1399: 1285: 1265: 1245: 1209: 1183: 1157: 1055: 1029: 1003: 977: 939: 772: 752: 730: 692: 653: 494: 468: 404: 384: 364:marginal distribution 356:categorical variables 349: 329: 309: 289: 269: 249: 225: 205: 181: 161: 5577:Billingsley, Patrick 5398: 5374: 5350: 5324: 5300: 5274: 5250: 5226: 5202: 5182: 5162: 5138: 5114: 5076: 5053: 5029: 4999: 4943: 4919: 4899: 4872: 4852: 4809: 4785: 4761: 4727: 4683: 4592: 4569: 4561:is a version of the 4523: 4489: 4469: 4403: 4287: 4250: 4157: 4135: 4104: 4084: 4071:, then it is called 4039: 4015: 3995: 3902: 3876: 3759: 3729: 3693: 3661: 3598: 3568: 3493: 3451: 3418: 3382: 3327: 3291: 3197: 3140: 3116: 3082: 3058: 3038: 3004: 2962: 2858: 2835: 2811: 2791: 2771: 2722: 2702: 2682: 2632: 2612: 2592: 2520: 2496: 2476: 2435: 2415: 2395: 2325: 2305: 2285: 2265: 2245: 2221: 2201: 2030: 2008: 1982: 1953: 1942:{\displaystyle X=70} 1927: 1916:{\displaystyle X=70} 1901: 1881: 1861: 1841: 1652: 1629: 1609: 1564: 1544: 1504: 1484: 1464: 1412: 1298: 1274: 1254: 1234: 1192: 1166: 1140: 1038: 1012: 986: 960: 784: 761: 741: 701: 666: 507: 477: 457: 431:conditional variance 393: 373: 338: 318: 298: 278: 258: 238: 214: 194: 170: 150: 54:improve this article 4202: 3376:probability measure 2829:likelihood function 2171: 1997:{\displaystyle X,Y} 1968:{\displaystyle X,Y} 1207:{\displaystyle Y=1} 1181:{\displaystyle X=1} 1155:{\displaystyle X=1} 1053:{\displaystyle Y=0} 1027:{\displaystyle Y=1} 1001:{\displaystyle X=0} 975:{\displaystyle X=1} 492:{\displaystyle X=x} 142:jointly distributed 5532:Billingsley (1995) 5520:Billingsley (1995) 5408: 5384: 5360: 5336: 5310: 5286: 5260: 5236: 5212: 5188: 5168: 5148: 5124: 5100: 5059: 5039: 5015: 4985: 4929: 4905: 4882: 4858: 4838: 4795: 4771: 4747: 4713: 4658: 4575: 4551: 4509: 4475: 4452: 4379: 4374: 4278:indicator function 4266: 4228: 4185: 4143: 4121: 4090: 4061: 4025: 4001: 3977: 3888: 3862: 3745: 3715: 3679: 3639: 3584: 3552: 3479: 3430: 3404: 3364: 3307: 3277: 3179: 3126: 3098: 3068: 3044: 3024: 2990: 2940: 2841: 2817: 2797: 2777: 2757: 2708: 2688: 2660: 2618: 2598: 2578: 2502: 2482: 2462: 2421: 2401: 2381: 2311: 2291: 2271: 2251: 2227: 2207: 2180: 2157: 2014: 1994: 1965: 1939: 1913: 1887: 1867: 1847: 1833:The graph shows a 1831: 1797: 1635: 1615: 1592: 1550: 1526: 1490: 1470: 1446: 1394: 1290:can be written as 1280: 1260: 1240: 1226:, the conditional 1204: 1178: 1152: 1050: 1024: 998: 972: 934: 767: 747: 725: 687: 648: 489: 463: 439:joint distribution 399: 379: 344: 324: 304: 284: 264: 244: 220: 200: 176: 156: 134:probability theory 5557:978-1-118-12237-2 5506:978-3-319-68074-3 5191:{\displaystyle 1} 5171:{\displaystyle 0} 5062:{\displaystyle B} 4908:{\displaystyle B} 4861:{\displaystyle B} 4578:{\displaystyle A} 4358: 4331: 4004:{\displaystyle X} 2930: 2922: 2844:{\displaystyle x} 2820:{\displaystyle y} 2800:{\displaystyle x} 2780:{\displaystyle y} 2711:{\displaystyle x} 2691:{\displaystyle y} 2621:{\displaystyle x} 2601:{\displaystyle y} 2588:for all possible 2505:{\displaystyle Y} 2485:{\displaystyle X} 2424:{\displaystyle x} 2404:{\displaystyle y} 2391:for all possible 2314:{\displaystyle Y} 2294:{\displaystyle X} 2274:{\displaystyle X} 2254:{\displaystyle Y} 2230:{\displaystyle Y} 2210:{\displaystyle X} 2197:Random variables 2104: 2056: 2050: 2017:{\displaystyle Y} 1890:{\displaystyle Y} 1870:{\displaystyle Y} 1850:{\displaystyle X} 1826:Bivariate normal 1638:{\displaystyle Y} 1618:{\displaystyle X} 1553:{\displaystyle X} 1493:{\displaystyle Y} 1473:{\displaystyle X} 1391: 1283:{\displaystyle X} 1263:{\displaystyle x} 1243:{\displaystyle Y} 1134: 1133: 770:{\displaystyle Y} 750:{\displaystyle X} 645: 466:{\displaystyle Y} 402:{\displaystyle X} 382:{\displaystyle Y} 347:{\displaystyle Y} 327:{\displaystyle X} 307:{\displaystyle X} 287:{\displaystyle x} 267:{\displaystyle X} 247:{\displaystyle Y} 223:{\displaystyle X} 203:{\displaystyle Y} 179:{\displaystyle Y} 159:{\displaystyle X} 130: 129: 122: 104: 16:(Redirected from 5613: 5586: 5562: 5561: 5541: 5535: 5529: 5523: 5517: 5511: 5510: 5492: 5486: 5485: 5468:Ross, Sheldon M. 5464: 5417: 5415: 5414: 5409: 5407: 5406: 5393: 5391: 5390: 5385: 5383: 5382: 5369: 5367: 5366: 5361: 5359: 5358: 5345: 5343: 5342: 5337: 5319: 5317: 5316: 5311: 5309: 5308: 5295: 5293: 5292: 5287: 5269: 5267: 5266: 5261: 5259: 5258: 5245: 5243: 5242: 5237: 5235: 5234: 5221: 5219: 5218: 5213: 5211: 5210: 5197: 5195: 5194: 5189: 5177: 5175: 5174: 5169: 5157: 5155: 5154: 5149: 5147: 5146: 5133: 5131: 5130: 5125: 5123: 5122: 5109: 5107: 5106: 5101: 5068: 5066: 5065: 5060: 5048: 5046: 5045: 5040: 5038: 5037: 5024: 5022: 5021: 5016: 5014: 5013: 4994: 4992: 4991: 4986: 4975: 4961: 4950: 4938: 4936: 4935: 4930: 4928: 4927: 4914: 4912: 4911: 4906: 4891: 4889: 4888: 4883: 4881: 4880: 4867: 4865: 4864: 4859: 4847: 4845: 4844: 4839: 4834: 4833: 4827: 4816: 4804: 4802: 4801: 4796: 4794: 4793: 4780: 4778: 4777: 4772: 4770: 4769: 4756: 4754: 4753: 4748: 4746: 4745: 4736: 4735: 4722: 4720: 4719: 4714: 4709: 4701: 4700: 4667: 4665: 4664: 4659: 4653: 4652: 4643: 4642: 4637: 4616: 4615: 4584: 4582: 4581: 4576: 4560: 4558: 4557: 4552: 4547: 4546: 4518: 4516: 4515: 4510: 4508: 4507: 4498: 4497: 4484: 4482: 4481: 4476: 4461: 4459: 4458: 4453: 4426: 4425: 4420: 4388: 4386: 4385: 4380: 4378: 4377: 4359: 4356: 4332: 4329: 4301: 4300: 4295: 4275: 4273: 4272: 4267: 4265: 4264: 4237: 4235: 4234: 4229: 4201: 4196: 4178: 4177: 4152: 4150: 4149: 4144: 4142: 4130: 4128: 4127: 4122: 4120: 4119: 4114: 4113: 4099: 4097: 4096: 4091: 4070: 4068: 4067: 4062: 4057: 4056: 4034: 4032: 4031: 4026: 4024: 4023: 4010: 4008: 4007: 4002: 3986: 3984: 3983: 3978: 3976: 3968: 3967: 3946: 3945: 3939: 3927: 3926: 3925: 3924: 3918: 3897: 3895: 3894: 3889: 3871: 3869: 3868: 3863: 3855: 3854: 3847: 3832: 3831: 3816: 3805: 3804: 3797: 3785: 3784: 3783: 3782: 3775: 3754: 3752: 3751: 3746: 3744: 3743: 3724: 3722: 3721: 3716: 3711: 3710: 3688: 3686: 3685: 3680: 3648: 3646: 3645: 3640: 3638: 3637: 3622: 3621: 3593: 3591: 3590: 3585: 3583: 3582: 3561: 3559: 3558: 3553: 3530: 3526: 3488: 3486: 3485: 3480: 3460: 3459: 3439: 3437: 3436: 3431: 3413: 3411: 3410: 3405: 3400: 3399: 3373: 3371: 3370: 3365: 3351: 3350: 3316: 3314: 3313: 3308: 3306: 3305: 3286: 3284: 3283: 3278: 3228: 3227: 3209: 3208: 3188: 3186: 3185: 3180: 3178: 3161: 3160: 3135: 3133: 3132: 3127: 3125: 3124: 3107: 3105: 3104: 3099: 3097: 3096: 3077: 3075: 3074: 3069: 3067: 3066: 3053: 3051: 3050: 3045: 3033: 3031: 3030: 3025: 3023: 3022: 3013: 3012: 2999: 2997: 2996: 2991: 2980: 2979: 2949: 2947: 2946: 2941: 2928: 2927: 2920: 2913: 2912: 2908: 2892: 2891: 2870: 2869: 2850: 2848: 2847: 2842: 2826: 2824: 2823: 2818: 2806: 2804: 2803: 2798: 2786: 2784: 2783: 2778: 2766: 2764: 2763: 2758: 2744: 2717: 2715: 2714: 2709: 2697: 2695: 2694: 2689: 2669: 2667: 2666: 2661: 2644: 2643: 2627: 2625: 2624: 2619: 2607: 2605: 2604: 2599: 2587: 2585: 2584: 2579: 2568: 2567: 2543: 2532: 2531: 2511: 2509: 2508: 2503: 2491: 2489: 2488: 2483: 2471: 2469: 2468: 2463: 2430: 2428: 2427: 2422: 2410: 2408: 2407: 2402: 2390: 2388: 2387: 2382: 2347: 2320: 2318: 2317: 2312: 2300: 2298: 2297: 2292: 2280: 2278: 2277: 2272: 2260: 2258: 2257: 2252: 2236: 2234: 2233: 2228: 2216: 2214: 2213: 2208: 2189: 2187: 2186: 2181: 2176: 2172: 2170: 2165: 2153: 2152: 2127: 2126: 2105: 2103: 2102: 2093: 2092: 2083: 2078: 2077: 2063: 2062: 2054: 2048: 2023: 2021: 2020: 2015: 2003: 2001: 2000: 1995: 1974: 1972: 1971: 1966: 1948: 1946: 1945: 1940: 1922: 1920: 1919: 1914: 1896: 1894: 1893: 1888: 1876: 1874: 1873: 1868: 1856: 1854: 1853: 1848: 1806: 1804: 1803: 1798: 1784: 1783: 1759: 1758: 1754: 1723: 1722: 1695: 1694: 1670: 1669: 1644: 1642: 1641: 1636: 1624: 1622: 1621: 1616: 1601: 1599: 1598: 1593: 1576: 1575: 1559: 1557: 1556: 1551: 1538:marginal density 1535: 1533: 1532: 1527: 1516: 1515: 1499: 1497: 1496: 1491: 1479: 1477: 1476: 1471: 1455: 1453: 1452: 1447: 1430: 1429: 1403: 1401: 1400: 1395: 1392: 1390: 1380: 1379: 1369: 1353: 1352: 1336: 1316: 1315: 1289: 1287: 1286: 1281: 1269: 1267: 1266: 1261: 1249: 1247: 1246: 1241: 1213: 1211: 1210: 1205: 1187: 1185: 1184: 1179: 1161: 1159: 1158: 1153: 1063: 1062: 1059: 1057: 1056: 1051: 1033: 1031: 1030: 1025: 1007: 1005: 1004: 999: 981: 979: 978: 973: 943: 941: 940: 935: 776: 774: 773: 768: 756: 754: 753: 748: 734: 732: 731: 726: 696: 694: 693: 688: 657: 655: 654: 649: 646: 644: 624: 580: 527: 526: 522: 498: 496: 495: 490: 472: 470: 469: 464: 427:conditional mean 417:is known as the 408: 406: 405: 400: 388: 386: 385: 380: 353: 351: 350: 345: 333: 331: 330: 325: 313: 311: 310: 305: 293: 291: 290: 285: 273: 271: 270: 265: 253: 251: 250: 245: 229: 227: 226: 221: 209: 207: 206: 201: 185: 183: 182: 177: 165: 163: 162: 157: 145:random variables 125: 118: 114: 111: 105: 103: 62: 38: 30: 21: 5621: 5620: 5616: 5615: 5614: 5612: 5611: 5610: 5591: 5590: 5589: 5571: 5566: 5565: 5558: 5542: 5538: 5530: 5526: 5518: 5514: 5507: 5493: 5489: 5482: 5465: 5461: 5456: 5451: 5424: 5402: 5401: 5399: 5396: 5395: 5378: 5377: 5375: 5372: 5371: 5354: 5353: 5351: 5348: 5347: 5325: 5322: 5321: 5304: 5303: 5301: 5298: 5297: 5275: 5272: 5271: 5254: 5253: 5251: 5248: 5247: 5230: 5229: 5227: 5224: 5223: 5206: 5205: 5203: 5200: 5199: 5183: 5180: 5179: 5163: 5160: 5159: 5142: 5141: 5139: 5136: 5135: 5118: 5117: 5115: 5112: 5111: 5077: 5074: 5073: 5054: 5051: 5050: 5033: 5032: 5030: 5027: 5026: 5009: 5008: 5000: 4997: 4996: 4971: 4957: 4946: 4944: 4941: 4940: 4923: 4922: 4920: 4917: 4916: 4900: 4897: 4896: 4876: 4875: 4873: 4870: 4869: 4853: 4850: 4849: 4829: 4828: 4823: 4812: 4810: 4807: 4806: 4789: 4788: 4786: 4783: 4782: 4765: 4764: 4762: 4759: 4758: 4741: 4740: 4731: 4730: 4728: 4725: 4724: 4705: 4696: 4695: 4684: 4681: 4680: 4677: 4648: 4647: 4638: 4633: 4632: 4611: 4610: 4593: 4590: 4589: 4570: 4567: 4566: 4542: 4541: 4524: 4521: 4520: 4503: 4502: 4493: 4492: 4490: 4487: 4486: 4470: 4467: 4466: 4421: 4416: 4415: 4404: 4401: 4400: 4373: 4372: 4355: 4353: 4346: 4345: 4328: 4326: 4315: 4314: 4296: 4291: 4290: 4288: 4285: 4284: 4260: 4259: 4251: 4248: 4247: 4244: 4238:almost surely. 4197: 4189: 4173: 4172: 4158: 4155: 4154: 4138: 4136: 4133: 4132: 4115: 4109: 4108: 4107: 4105: 4102: 4101: 4085: 4082: 4081: 4052: 4051: 4040: 4037: 4036: 4019: 4018: 4016: 4013: 4012: 3996: 3993: 3992: 3972: 3963: 3962: 3941: 3940: 3935: 3920: 3919: 3914: 3909: 3905: 3903: 3900: 3899: 3898:, the function 3877: 3874: 3873: 3850: 3849: 3843: 3824: 3820: 3812: 3800: 3799: 3793: 3778: 3777: 3771: 3766: 3762: 3760: 3757: 3756: 3739: 3738: 3730: 3727: 3726: 3706: 3705: 3694: 3691: 3690: 3662: 3659: 3658: 3633: 3629: 3617: 3616: 3599: 3596: 3595: 3578: 3577: 3569: 3566: 3565: 3504: 3500: 3494: 3491: 3490: 3455: 3454: 3452: 3449: 3448: 3443:Special cases: 3419: 3416: 3415: 3395: 3394: 3383: 3380: 3379: 3346: 3345: 3328: 3325: 3324: 3301: 3300: 3292: 3289: 3288: 3223: 3222: 3204: 3200: 3198: 3195: 3194: 3174: 3156: 3155: 3141: 3138: 3137: 3120: 3119: 3117: 3114: 3113: 3092: 3091: 3083: 3080: 3079: 3062: 3061: 3059: 3056: 3055: 3039: 3036: 3035: 3018: 3017: 3008: 3007: 3005: 3002: 3001: 2975: 2974: 2963: 2960: 2959: 2956: 2923: 2904: 2900: 2896: 2887: 2883: 2865: 2861: 2859: 2856: 2855: 2851:need not be 1. 2836: 2833: 2832: 2812: 2809: 2808: 2792: 2789: 2788: 2772: 2769: 2768: 2740: 2723: 2720: 2719: 2703: 2700: 2699: 2683: 2680: 2679: 2676: 2639: 2635: 2633: 2630: 2629: 2613: 2610: 2609: 2593: 2590: 2589: 2563: 2559: 2539: 2527: 2523: 2521: 2518: 2517: 2497: 2494: 2493: 2477: 2474: 2473: 2436: 2433: 2432: 2416: 2413: 2412: 2396: 2393: 2392: 2343: 2326: 2323: 2322: 2306: 2303: 2302: 2286: 2283: 2282: 2266: 2263: 2262: 2246: 2243: 2242: 2222: 2219: 2218: 2202: 2199: 2198: 2195: 2166: 2161: 2148: 2144: 2122: 2118: 2098: 2094: 2088: 2084: 2082: 2073: 2069: 2068: 2064: 2058: 2057: 2031: 2028: 2027: 2009: 2006: 2005: 1983: 1980: 1979: 1954: 1951: 1950: 1928: 1925: 1924: 1902: 1899: 1898: 1897:conditional on 1882: 1879: 1878: 1862: 1859: 1858: 1842: 1839: 1838: 1820: 1812:Borel's paradox 1779: 1775: 1750: 1746: 1742: 1712: 1708: 1690: 1686: 1659: 1655: 1653: 1650: 1649: 1630: 1627: 1626: 1610: 1607: 1606: 1571: 1567: 1565: 1562: 1561: 1545: 1542: 1541: 1511: 1507: 1505: 1502: 1501: 1485: 1482: 1481: 1465: 1462: 1461: 1419: 1415: 1413: 1410: 1409: 1406: 1375: 1371: 1370: 1342: 1338: 1337: 1335: 1305: 1301: 1299: 1296: 1295: 1275: 1272: 1271: 1255: 1252: 1251: 1235: 1232: 1231: 1220: 1193: 1190: 1189: 1188:conditional on 1167: 1164: 1163: 1141: 1138: 1137: 1039: 1036: 1035: 1013: 1010: 1009: 987: 984: 983: 961: 958: 957: 950: 785: 782: 781: 762: 759: 758: 742: 739: 738: 702: 699: 698: 667: 664: 663: 660: 625: 581: 579: 518: 514: 510: 508: 505: 504: 478: 475: 474: 458: 455: 454: 447: 394: 391: 390: 374: 371: 370: 339: 336: 335: 319: 316: 315: 299: 296: 295: 279: 276: 275: 259: 256: 255: 239: 236: 235: 215: 212: 211: 195: 192: 191: 171: 168: 167: 151: 148: 147: 126: 115: 109: 106: 63: 61: 51: 39: 28: 23: 22: 15: 12: 11: 5: 5619: 5609: 5608: 5603: 5588: 5587: 5572: 5570: 5567: 5564: 5563: 5556: 5536: 5524: 5512: 5505: 5487: 5480: 5458: 5457: 5455: 5452: 5450: 5447: 5446: 5445: 5443:Bayes' theorem 5440: 5435: 5430: 5423: 5420: 5405: 5381: 5357: 5335: 5332: 5329: 5307: 5285: 5282: 5279: 5257: 5233: 5209: 5187: 5167: 5145: 5121: 5099: 5096: 5093: 5090: 5087: 5084: 5081: 5058: 5036: 5012: 5007: 5004: 4984: 4981: 4978: 4974: 4970: 4967: 4964: 4960: 4956: 4953: 4949: 4926: 4904: 4879: 4857: 4837: 4832: 4826: 4822: 4819: 4815: 4792: 4768: 4744: 4739: 4734: 4712: 4708: 4704: 4699: 4694: 4691: 4688: 4676: 4673: 4669: 4668: 4656: 4651: 4646: 4641: 4636: 4631: 4628: 4625: 4622: 4619: 4614: 4609: 4606: 4603: 4600: 4597: 4574: 4550: 4545: 4540: 4537: 4534: 4531: 4528: 4506: 4501: 4496: 4474: 4463: 4462: 4450: 4447: 4444: 4441: 4438: 4435: 4432: 4429: 4424: 4419: 4414: 4411: 4408: 4390: 4389: 4376: 4371: 4368: 4365: 4362: 4354: 4351: 4348: 4347: 4344: 4341: 4338: 4335: 4327: 4324: 4321: 4320: 4318: 4313: 4310: 4307: 4304: 4299: 4294: 4263: 4258: 4255: 4246:For any event 4243: 4240: 4227: 4224: 4221: 4218: 4215: 4212: 4209: 4205: 4200: 4195: 4192: 4188: 4184: 4181: 4176: 4171: 4168: 4165: 4162: 4141: 4118: 4112: 4089: 4060: 4055: 4050: 4047: 4044: 4022: 4000: 3987:is called the 3975: 3971: 3966: 3961: 3958: 3955: 3952: 3949: 3944: 3938: 3933: 3930: 3923: 3917: 3912: 3908: 3887: 3884: 3881: 3861: 3858: 3853: 3846: 3841: 3838: 3835: 3830: 3827: 3823: 3819: 3815: 3811: 3808: 3803: 3796: 3791: 3788: 3781: 3774: 3769: 3765: 3742: 3737: 3734: 3714: 3709: 3704: 3701: 3698: 3678: 3675: 3672: 3669: 3666: 3655: 3654: 3636: 3632: 3628: 3625: 3620: 3615: 3612: 3609: 3606: 3603: 3581: 3576: 3573: 3562: 3551: 3548: 3545: 3542: 3539: 3536: 3533: 3529: 3525: 3522: 3519: 3516: 3513: 3510: 3507: 3503: 3498: 3478: 3475: 3472: 3469: 3466: 3463: 3458: 3429: 3426: 3423: 3403: 3398: 3393: 3390: 3387: 3363: 3360: 3357: 3354: 3349: 3344: 3341: 3338: 3335: 3332: 3304: 3299: 3296: 3276: 3273: 3270: 3267: 3264: 3261: 3258: 3255: 3252: 3249: 3246: 3243: 3240: 3237: 3234: 3231: 3226: 3221: 3218: 3215: 3212: 3207: 3203: 3177: 3173: 3170: 3167: 3164: 3159: 3154: 3151: 3148: 3145: 3123: 3095: 3090: 3087: 3065: 3043: 3021: 3016: 3011: 2989: 2986: 2983: 2978: 2973: 2970: 2967: 2955: 2952: 2939: 2936: 2933: 2926: 2919: 2916: 2911: 2907: 2903: 2899: 2895: 2890: 2886: 2882: 2879: 2876: 2873: 2868: 2864: 2840: 2816: 2796: 2776: 2756: 2753: 2750: 2747: 2743: 2739: 2736: 2733: 2730: 2727: 2707: 2687: 2675: 2672: 2659: 2656: 2653: 2650: 2647: 2642: 2638: 2617: 2597: 2577: 2574: 2571: 2566: 2562: 2558: 2555: 2552: 2549: 2546: 2542: 2538: 2535: 2530: 2526: 2501: 2481: 2461: 2458: 2455: 2452: 2449: 2446: 2443: 2440: 2420: 2400: 2380: 2377: 2374: 2371: 2368: 2365: 2362: 2359: 2356: 2353: 2350: 2346: 2342: 2339: 2336: 2333: 2330: 2310: 2290: 2270: 2250: 2226: 2206: 2194: 2191: 2179: 2175: 2169: 2164: 2160: 2156: 2151: 2147: 2143: 2140: 2137: 2133: 2130: 2125: 2121: 2117: 2114: 2111: 2108: 2101: 2097: 2091: 2087: 2081: 2076: 2072: 2067: 2061: 2053: 2047: 2044: 2041: 2038: 2035: 2013: 1993: 1990: 1987: 1964: 1961: 1958: 1938: 1935: 1932: 1912: 1909: 1906: 1886: 1866: 1846: 1819: 1816: 1808: 1807: 1796: 1793: 1790: 1787: 1782: 1778: 1774: 1771: 1768: 1765: 1762: 1757: 1753: 1749: 1745: 1741: 1738: 1735: 1732: 1729: 1726: 1721: 1718: 1715: 1711: 1707: 1704: 1701: 1698: 1693: 1689: 1685: 1682: 1679: 1676: 1673: 1668: 1665: 1662: 1658: 1634: 1614: 1591: 1588: 1585: 1582: 1579: 1574: 1570: 1549: 1525: 1522: 1519: 1514: 1510: 1489: 1469: 1445: 1442: 1439: 1436: 1433: 1428: 1425: 1422: 1418: 1405: 1404: 1389: 1386: 1383: 1378: 1374: 1368: 1365: 1362: 1359: 1356: 1351: 1348: 1345: 1341: 1334: 1331: 1328: 1325: 1322: 1319: 1314: 1311: 1308: 1304: 1292: 1279: 1259: 1239: 1222:Similarly for 1219: 1216: 1203: 1200: 1197: 1177: 1174: 1171: 1151: 1148: 1145: 1132: 1131: 1128: 1125: 1122: 1119: 1116: 1113: 1109: 1108: 1105: 1102: 1099: 1096: 1093: 1090: 1086: 1085: 1082: 1079: 1076: 1073: 1070: 1067: 1049: 1046: 1043: 1023: 1020: 1017: 997: 994: 991: 971: 968: 965: 949: 946: 945: 944: 933: 930: 927: 924: 921: 918: 915: 912: 909: 906: 903: 900: 897: 894: 891: 888: 885: 882: 879: 876: 873: 870: 867: 864: 861: 858: 855: 852: 849: 846: 843: 840: 837: 834: 831: 828: 825: 822: 819: 816: 813: 810: 807: 804: 801: 798: 795: 792: 789: 766: 746: 724: 721: 718: 715: 712: 709: 706: 686: 683: 680: 677: 674: 671: 659: 658: 643: 640: 637: 634: 631: 628: 623: 620: 617: 614: 611: 608: 605: 602: 599: 596: 593: 590: 587: 584: 578: 575: 572: 569: 566: 563: 560: 557: 554: 551: 548: 545: 542: 539: 536: 533: 530: 525: 521: 517: 513: 501: 488: 485: 482: 462: 446: 443: 398: 378: 343: 323: 303: 283: 263: 243: 219: 199: 175: 155: 128: 127: 42: 40: 33: 26: 9: 6: 4: 3: 2: 5618: 5607: 5604: 5602: 5599: 5598: 5596: 5584: 5583: 5578: 5574: 5573: 5559: 5553: 5549: 5548: 5540: 5533: 5528: 5521: 5516: 5508: 5502: 5498: 5491: 5483: 5481:0-12-598455-3 5477: 5473: 5469: 5463: 5459: 5444: 5441: 5439: 5436: 5434: 5431: 5429: 5426: 5425: 5419: 5330: 5327: 5280: 5277: 5185: 5165: 5094: 5091: 5088: 5082: 5070: 5056: 5005: 5002: 4979: 4968: 4962: 4954: 4902: 4893: 4855: 4820: 4737: 4702: 4692: 4672: 4644: 4639: 4626: 4620: 4607: 4604: 4598: 4588: 4587: 4586: 4572: 4564: 4538: 4535: 4529: 4499: 4472: 4448: 4442: 4436: 4430: 4422: 4409: 4399: 4398: 4397: 4395: 4369: 4366: 4363: 4360: 4349: 4342: 4339: 4336: 4333: 4322: 4316: 4311: 4305: 4297: 4283: 4282: 4281: 4279: 4276:, define the 4256: 4253: 4239: 4222: 4219: 4216: 4213: 4207: 4203: 4190: 4186: 4182: 4169: 4166: 4160: 4116: 4087: 4078: 4076: 4075: 4048: 4045: 3998: 3990: 3959: 3953: 3931: 3910: 3906: 3882: 3879: 3859: 3836: 3828: 3825: 3821: 3809: 3789: 3767: 3763: 3735: 3732: 3702: 3699: 3676: 3667: 3664: 3652: 3634: 3630: 3626: 3613: 3610: 3604: 3574: 3571: 3563: 3549: 3543: 3537: 3531: 3527: 3517: 3508: 3505: 3501: 3470: 3461: 3446: 3445: 3444: 3441: 3424: 3421: 3391: 3377: 3358: 3342: 3339: 3333: 3322: 3321: 3297: 3294: 3271: 3268: 3265: 3259: 3256: 3250: 3244: 3241: 3235: 3219: 3216: 3210: 3205: 3201: 3192: 3189:, called the 3165: 3152: 3149: 3143: 3111: 3088: 3085: 3041: 3014: 2984: 2981: 2971: 2951: 2931: 2917: 2909: 2901: 2897: 2888: 2884: 2880: 2874: 2866: 2862: 2852: 2838: 2830: 2814: 2794: 2774: 2751: 2748: 2745: 2737: 2734: 2731: 2725: 2705: 2685: 2671: 2657: 2654: 2648: 2640: 2636: 2615: 2595: 2572: 2564: 2560: 2556: 2550: 2547: 2544: 2536: 2528: 2524: 2515: 2499: 2479: 2459: 2456: 2450: 2447: 2444: 2438: 2418: 2398: 2375: 2372: 2369: 2363: 2360: 2354: 2351: 2348: 2340: 2337: 2334: 2328: 2308: 2288: 2268: 2248: 2240: 2224: 2204: 2190: 2177: 2173: 2167: 2162: 2158: 2149: 2145: 2141: 2138: 2131: 2123: 2119: 2115: 2112: 2106: 2099: 2095: 2089: 2085: 2079: 2074: 2070: 2065: 2051: 2045: 2042: 2039: 2036: 2033: 2025: 2011: 1991: 1988: 1985: 1977: 1962: 1959: 1956: 1936: 1933: 1930: 1910: 1907: 1904: 1884: 1864: 1844: 1836: 1829: 1828:joint density 1824: 1815: 1813: 1794: 1788: 1780: 1776: 1769: 1766: 1763: 1755: 1747: 1743: 1739: 1733: 1730: 1727: 1719: 1716: 1713: 1709: 1705: 1699: 1691: 1687: 1680: 1677: 1674: 1666: 1663: 1660: 1656: 1648: 1647: 1646: 1645:is given by: 1632: 1612: 1603: 1589: 1586: 1580: 1572: 1568: 1547: 1539: 1520: 1512: 1508: 1487: 1467: 1459: 1458:joint density 1440: 1437: 1434: 1426: 1423: 1420: 1416: 1384: 1376: 1372: 1363: 1360: 1357: 1349: 1346: 1343: 1339: 1332: 1326: 1323: 1320: 1312: 1309: 1306: 1302: 1294: 1293: 1291: 1277: 1257: 1237: 1229: 1225: 1215: 1201: 1198: 1195: 1175: 1172: 1169: 1149: 1146: 1143: 1129: 1126: 1123: 1120: 1117: 1114: 1111: 1110: 1106: 1103: 1100: 1097: 1094: 1091: 1088: 1087: 1083: 1080: 1077: 1074: 1071: 1068: 1065: 1064: 1061: 1047: 1044: 1041: 1021: 1018: 1015: 995: 992: 989: 969: 966: 963: 955: 931: 925: 922: 919: 913: 907: 904: 901: 898: 895: 892: 889: 883: 880: 871: 868: 865: 859: 853: 850: 847: 838: 835: 829: 826: 823: 817: 811: 808: 805: 802: 799: 796: 793: 787: 780: 779: 778: 764: 744: 735: 722: 716: 713: 710: 704: 681: 678: 675: 669: 638: 635: 632: 626: 615: 612: 609: 603: 597: 594: 591: 582: 576: 570: 567: 564: 561: 558: 555: 552: 546: 543: 537: 534: 531: 523: 515: 511: 503: 502: 500: 486: 483: 480: 460: 452: 442: 440: 434: 432: 428: 424: 420: 416: 412: 396: 376: 367: 365: 361: 357: 341: 321: 301: 281: 261: 241: 233: 217: 197: 189: 173: 153: 146: 143: 139: 135: 124: 121: 113: 102: 99: 95: 92: 88: 85: 81: 78: 74: 71: –  70: 66: 65:Find sources: 59: 55: 49: 48: 43:This article 41: 37: 32: 31: 19: 5581: 5546: 5539: 5527: 5515: 5499:. Springer. 5496: 5490: 5471: 5462: 5158:has measure 5071: 4894: 4678: 4670: 4464: 4393: 4391: 4245: 4079: 4073: 3988: 3656: 3442: 3319: 2957: 2853: 2677: 2196: 2026: 1832: 1809: 1604: 1407: 1221: 1135: 951: 736: 661: 448: 437:conditional 435: 418: 368: 187: 131: 116: 107: 97: 90: 83: 76: 64: 52:Please help 47:verification 44: 3193:, such that 2516:, it means 2512:, having a 2239:independent 1060:otherwise. 413:, then its 5595:Categories 5449:References 3287:for every 3054:-field in 2827:, it is a 2807:for given 2698:for given 2674:Properties 1536:gives the 1456:gives the 138:statistics 110:April 2013 80:newspapers 5454:Citations 5334:Ω 5331:∈ 5328:ω 5284:Ω 5281:∈ 5278:ω 5080:Ω 5006:∈ 4738:⊂ 4690:Ω 4645:∣ 4627:⁡ 4608:∣ 4599:⁡ 4539:∣ 4530:⁡ 4500:⊆ 4473:σ 4465:Given a 4437:⁡ 4410:⁡ 4364:∉ 4361:ω 4337:∈ 4334:ω 4306:ω 4257:∈ 4223:⋅ 4208:μ 4199:∞ 4194:∞ 4191:− 4187:∫ 4170:∣ 4088:σ 3970:→ 3954:ω 3932:⋅ 3907:μ 3886:Ω 3883:∈ 3880:ω 3826:− 3764:μ 3755:, define 3736:∈ 3674:→ 3671:Ω 3614:∣ 3605:⁡ 3575:∈ 3538:⁡ 3521:Ω 3515:∅ 3509:∣ 3474:Ω 3468:∅ 3428:Ω 3425:∈ 3422:ω 3389:Ω 3359:ω 3343:∣ 3340:⋅ 3334:⁡ 3298:∈ 3269:∩ 3251:ω 3236:ω 3220:∣ 3202:∫ 3172:→ 3169:Ω 3153:∣ 3089:∈ 3042:σ 3015:⊆ 2969:Ω 2159:σ 2146:ρ 2142:− 2120:μ 2116:− 2107:ρ 2096:σ 2086:σ 2071:μ 2052:∼ 2037:∣ 1767:∣ 1678:∣ 1664:∣ 1324:∣ 1310:∣ 899:∣ 860:∩ 803:∣ 604:∩ 562:∣ 544:≜ 535:∣ 5579:(1995). 5534:, p. 439 5522:, p. 430 5470:(1993). 5422:See also 4995:for all 4396:itself: 4357:if  4330:if  3872:For any 3594:, then 3414:for all 3078:. Given 1500:, while 956:and let 5569:Sources 4485:-field 4100:-field 4074:regular 3320:regular 1949:in the 1818:Example 948:Example 423:moments 230:is the 94:scholar 5554:  5503:  5478:  5110:. Let 4011:given 3108:, the 2929:  2921:  2261:given 2055:  2049:  1625:given 1408:where 757:given 473:given 389:given 210:given 186:, the 96:  89:  82:  75:  67:  3689:be a 3651:below 3440:a.e. 3374:is a 2628:with 2431:with 1976:plane 409:is a 254:when 101:JSTOR 87:books 5552:ISBN 5501:ISBN 5476:ISBN 3657:Let 3323:if 2958:Let 2655:> 2608:and 2492:and 2457:> 2411:and 2237:are 1857:and 1587:> 1540:for 1480:and 777:is: 449:For 429:and 358:, a 354:are 334:and 166:and 136:and 73:news 5178:or 4939:if 4131:on 3991:of 3564:If 3378:on 1460:of 1270:of 1230:of 954:die 294:of 234:of 190:of 132:In 56:by 5597:: 5418:. 4892:. 4585:: 4280:: 4077:. 3653:). 3034:a 2950:. 2718:, 2670:. 2217:, 2113:70 2046:70 2024:. 1937:70 1911:70 1602:. 1130:0 1107:1 1084:6 433:. 5560:. 5509:. 5484:. 5404:F 5380:F 5356:G 5306:G 5256:F 5232:G 5208:F 5186:1 5166:0 5144:G 5120:G 5098:] 5095:1 5092:, 5089:0 5086:[ 5083:= 5057:B 5035:A 5011:A 5003:A 4983:) 4980:B 4977:( 4973:P 4969:= 4966:) 4963:A 4959:| 4955:B 4952:( 4948:P 4925:A 4903:B 4878:A 4856:B 4836:) 4831:A 4825:| 4821:B 4818:( 4814:P 4791:F 4767:A 4743:F 4733:A 4711:) 4707:P 4703:, 4698:F 4693:, 4687:( 4655:) 4650:G 4640:A 4635:1 4630:( 4624:E 4621:= 4618:) 4613:G 4605:A 4602:( 4596:P 4573:A 4549:) 4544:G 4536:A 4533:( 4527:P 4505:F 4495:G 4449:. 4446:) 4443:A 4440:( 4434:P 4431:= 4428:) 4423:A 4418:1 4413:( 4407:E 4394:A 4370:, 4367:A 4350:0 4343:, 4340:A 4323:1 4317:{ 4312:= 4309:) 4303:( 4298:A 4293:1 4262:F 4254:A 4226:) 4220:, 4217:x 4214:d 4211:( 4204:x 4183:= 4180:] 4175:G 4167:X 4164:[ 4161:E 4140:R 4117:1 4111:R 4059:) 4054:E 4049:, 4046:E 4043:( 4021:G 3999:X 3974:R 3965:E 3960:: 3957:) 3951:( 3948:) 3943:G 3937:| 3929:( 3922:G 3916:| 3911:X 3860:. 3857:) 3852:G 3845:| 3840:) 3837:B 3834:( 3829:1 3822:X 3818:( 3814:P 3810:= 3807:) 3802:G 3795:| 3790:B 3787:( 3780:G 3773:| 3768:X 3741:E 3733:B 3713:) 3708:E 3703:, 3700:E 3697:( 3677:E 3668:: 3665:X 3635:A 3631:1 3627:= 3624:) 3619:G 3611:A 3608:( 3602:P 3580:G 3572:A 3550:. 3547:) 3544:A 3541:( 3535:P 3532:= 3528:) 3524:} 3518:, 3512:{ 3506:A 3502:( 3497:P 3477:} 3471:, 3465:{ 3462:= 3457:G 3402:) 3397:F 3392:, 3386:( 3362:) 3356:( 3353:) 3348:G 3337:( 3331:P 3303:G 3295:G 3275:) 3272:G 3266:A 3263:( 3260:P 3257:= 3254:) 3248:( 3245:P 3242:d 3239:) 3233:( 3230:) 3225:G 3217:A 3214:( 3211:P 3206:G 3176:R 3166:: 3163:) 3158:G 3150:A 3147:( 3144:P 3122:G 3094:F 3086:A 3064:F 3020:F 3010:G 2988:) 2985:P 2982:, 2977:F 2972:, 2966:( 2938:] 2935:) 2932:Y 2925:| 2918:x 2915:( 2910:Y 2906:| 2902:X 2898:p 2894:[ 2889:Y 2885:E 2881:= 2878:) 2875:x 2872:( 2867:X 2863:p 2839:x 2815:y 2795:x 2775:y 2755:) 2752:x 2749:= 2746:X 2742:| 2738:y 2735:= 2732:Y 2729:( 2726:P 2706:x 2686:y 2658:0 2652:) 2649:x 2646:( 2641:X 2637:f 2616:x 2596:y 2576:) 2573:y 2570:( 2565:Y 2561:f 2557:= 2554:) 2551:x 2548:= 2545:X 2541:| 2537:y 2534:( 2529:Y 2525:f 2500:Y 2480:X 2460:0 2454:) 2451:x 2448:= 2445:X 2442:( 2439:P 2419:x 2399:y 2379:) 2376:y 2373:= 2370:Y 2367:( 2364:P 2361:= 2358:) 2355:x 2352:= 2349:X 2345:| 2341:y 2338:= 2335:Y 2332:( 2329:P 2309:Y 2289:X 2269:X 2249:Y 2225:Y 2205:X 2178:. 2174:) 2168:2 2163:Y 2155:) 2150:2 2139:1 2136:( 2132:, 2129:) 2124:X 2110:( 2100:X 2090:Y 2080:+ 2075:Y 2066:( 2060:N 2043:= 2040:X 2034:Y 2012:Y 1992:Y 1989:, 1986:X 1963:Y 1960:, 1957:X 1934:= 1931:X 1908:= 1905:X 1885:Y 1865:Y 1845:X 1795:. 1792:) 1789:y 1786:( 1781:Y 1777:f 1773:) 1770:y 1764:x 1761:( 1756:Y 1752:| 1748:X 1744:f 1740:= 1737:) 1734:y 1731:, 1728:x 1725:( 1720:Y 1717:, 1714:X 1710:f 1706:= 1703:) 1700:x 1697:( 1692:X 1688:f 1684:) 1681:x 1675:y 1672:( 1667:X 1661:Y 1657:f 1633:Y 1613:X 1590:0 1584:) 1581:x 1578:( 1573:X 1569:f 1548:X 1524:) 1521:x 1518:( 1513:X 1509:f 1488:Y 1468:X 1444:) 1441:y 1438:, 1435:x 1432:( 1427:Y 1424:, 1421:X 1417:f 1388:) 1385:x 1382:( 1377:X 1373:f 1367:) 1364:y 1361:, 1358:x 1355:( 1350:Y 1347:, 1344:X 1340:f 1333:= 1330:) 1327:x 1321:y 1318:( 1313:X 1307:Y 1303:f 1278:X 1258:x 1238:Y 1202:1 1199:= 1196:Y 1176:1 1173:= 1170:X 1150:1 1147:= 1144:X 1127:1 1124:0 1121:1 1118:1 1115:0 1112:Y 1104:0 1101:1 1098:0 1095:1 1092:0 1089:X 1081:5 1078:4 1075:3 1072:2 1069:1 1066:D 1048:0 1045:= 1042:Y 1022:1 1019:= 1016:Y 996:0 993:= 990:X 970:1 967:= 964:X 932:. 929:) 926:y 923:= 920:Y 917:( 914:P 911:) 908:y 905:= 902:Y 896:x 893:= 890:X 887:( 884:P 881:= 878:) 875:} 872:y 869:= 866:Y 863:{ 857:} 854:x 851:= 848:X 845:{ 842:( 839:P 836:= 833:) 830:x 827:= 824:X 821:( 818:P 815:) 812:x 809:= 806:X 800:y 797:= 794:Y 791:( 788:P 765:Y 745:X 723:. 720:) 717:x 714:= 711:X 708:( 705:P 685:) 682:x 679:= 676:X 673:( 670:P 642:) 639:x 636:= 633:X 630:( 627:P 622:) 619:} 616:y 613:= 610:Y 607:{ 601:} 598:x 595:= 592:X 589:{ 586:( 583:P 577:= 574:) 571:x 568:= 565:X 559:y 556:= 553:Y 550:( 547:P 541:) 538:x 532:y 529:( 524:X 520:| 516:Y 512:p 487:x 484:= 481:X 461:Y 397:X 377:Y 342:Y 322:X 302:X 282:x 262:X 242:Y 218:X 198:Y 174:Y 154:X 123:) 117:( 112:) 108:( 98:· 91:· 84:· 77:· 50:. 20:)

Index

Conditional distribution

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