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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 dene 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 dene in the continuous case f X | Y = y ( x | y ) = f ( x,y ) f Y ( y ) . 37...
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This note was uploaded on 12/29/2011 for the course MATH 316 taught by Professor Ansan during the Spring '10 term at SUNY Stony Brook.
- Spring '10