Unformatted text preview: ╬╗ + ╬╝ . Note that it is not always the case that the sum of two independent random variables will be a random variable of the same type. If X and Y are independent normals, then-Y is also a normal (with E (-Y ) =-E Y and Var (-Y ) = (-1) 2 Var Y = Var Y ), and so X-Y is also normal. To de´Čüne a conditional density in the discrete case, we write p X | Y = y ( x | y ) = P ( X = x | Y = y ) . This is equal to P ( X = x,Y = y ) P ( Y = y ) = p ( x,y ) p Y ( y ) . Analogously, we de´Čüne in the continuous case f X | Y = y ( x | y ) = f ( x,y ) f Y ( y ) . 37...
View Full Document
- Spring '10
- Probability theory, Nonnegative integer values