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Unformatted text preview: ( x  y ) = f ( x, y ) /f ( y ) is the conditional p.d.f. of X given Y = y . If X is discrete and Y is continuous, then we formally write E ( X ) = i E ( X  Y = y ) f ( y ) dy and evaluate the integral by applying properties 1., 3., 4. in conjunction with any known speciFc conditional information about the problem. In particular, if X = I A (an indicator variable) then E ( I A  Y = y ) = P ( A  Y = y ) and so P ( A ) = E ( I A ) = i P ( A  Y = y ) f ( y ) dy where the integral is evaluated using properties of conditional probability analogous to those of conditional expectation....
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This note was uploaded on 07/12/2010 for the course STAT 333 taught by Professor Chisholm during the Winter '08 term at Waterloo.
 Winter '08
 Chisholm

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