Talk:Conditional probability distribution

Conditional Density doesn't have a page

Can I link "Conditional Density" to this page?

Split up article?

Can we split up the article into some subheadings like "Independence" and "Likelihood Function"? It seems to be a massive paragraph that you have to read to find what you want. Thoughts?daviddoria (talk) 18:47, 11 September 2008 (UTC)[reply]

Notation

In the discrete case we write $P(X=x)$ for the probability of the event {X=x} and introduce a probability function $p_{X}(x)=P(X=x)$ . In analogy: $P(X=x|Y=y)$ for the probability of the event {X=x} given the event {Y=y} and the corresponding probability function $p_{X}(x|Y=y)=P(X=x|Y=y)$ .

In the continuous case, the corresponding term for the probability function is the density: $f_{X}(x)$ . In analogy we write for the conditional density, given the event {Y=y}: $f_{X}(x|Y=y)$ . We have to consider that the event {Y=y} is short for {ω∈Ω|Y(ω)=y}. It best has to be kept as a unit, symbolizing the event.Nijdam (talk) 22:32, 22 January 2010 (UTC)[reply]