Unformatted text preview: X and the density of Y are called the marginal densities or marginal distributions. If we know the joint density of X and Y , we can talk about the conditional distribution (density) of X given Y = y . This is the expression P ( X = x | Y = y ) = P ( X = x,Y = y ) P ( Y = y ) . Just as E g ( X ) = ∑ x g ( x ) P ( X = x ), we have E g ( X,Y ) = X x,y g ( x,y ) P ( X = x,Y = y ) . 24...
View Full Document
- Spring '10
- Probability distribution, Probability theory, probability density function, joint density, Types of probability distributions