Conditional PDF of this random variable

In summary, the given conversation discusses a joint PDF for random variables X and Y. The conditional PDFs for $f_{y|x}(x,y)$ and $f_{x|y}(xy)$ are found to be $1/3$ and $1/4$, respectively, over the specified domains. The expected values for $E[X|Y]$, $E[X]$, and $Var[X|Y]$ are calculated to be $2/3$, $1/2$, and $1/12$, respectively. Using these values, the variance of X is determined to be $7/36$. The speaker also asks for guidance in interpreting the given domain for finding the PDF.
  • #1
nacho-man
171
0
the random variable X and Y have a joint PDF given by:

$f_{x,y}(x,y) = \frac{1}{10}$, $(x,y)\in[-1,1] * [-2,2] \cup [1,2] * [-1,1]$

a) find the conditional PDF for $f_{y|x}(x,y)$ and $f_{x|y}(xy)$

and
b) find E[X|Y], E[X] and Var[X|Y]. Use these to calculate var(X)

for part a) I am unsure how to interpret the given domain, and how to use it to find the PDF.

Could I get some guidance?

for
a) i got $f_{X|Y}(x,y) = 1/3$ and $f_{Y|X}(x,y) = 1/4$ over the appropriate domains/ranges
 
Last edited:
Physics news on Phys.org
  • #2
.for b) I got $E[X|Y] = 2/3$, $E[X] = 1/2$ and $Var[X|Y] = 1/12$. So, $Var[X] = \frac{1}{12} + \frac{4}{9} - \frac{4}{3} = \frac{7}{36}$.
 

FAQ: Conditional PDF of this random variable

What is a conditional PDF?

A conditional probability density function (PDF) is a function that describes the probability distribution of a random variable, given that another random variable has a specific value.

How is a conditional PDF different from a regular PDF?

A regular PDF describes the probability distribution of a single random variable. However, a conditional PDF takes into account the value of another random variable, making it a more specific and conditional probability distribution.

Can a conditional PDF be used to calculate probabilities?

Yes, a conditional PDF can be used to calculate conditional probabilities. By integrating the conditional PDF over a specific range, you can find the probability of the random variable falling within that range, given the value of the other random variable.

How is a conditional PDF used in statistics?

Conditional PDFs are used in statistics to model and analyze data that is dependent on other factors. They can help determine the likelihood of an event occurring, given certain conditions, and can also be used in regression analysis to find relationships between variables.

Are there any limitations to using a conditional PDF?

One limitation of using a conditional PDF is that it assumes a linear relationship between variables, which may not always be the case. Additionally, it can be challenging to accurately estimate a conditional PDF from limited data, so further research and analysis may be necessary to obtain more accurate results.

Similar threads

Back
Top