View Full Version : Conditional probability
BookMark440
Jul30-09, 12:20 PM
I'm stuck on a problem. I was given f(x) and f(y|x) and was able to derive f(x,y). The second step of the problem is computing P[y>x]. I think I need to know f(y) to answer this problem but I can't figure out how to derive it. Or is there a way to compute P(y>x) given the info I know without deriving f(y)?
THANKS!
John Creighto
Jul30-09, 01:19 PM
P(y>x) is simply the probability that a point (x,y), lies above the line x=y. Do you remember how to do double integrals between curves?
BookMark440
Jul30-09, 10:32 PM
I understand that part. My problem (I think) is that I need to evaluate when f(y) has points above the line x=y and I do not know how to derive f(y). Does that make any sense?
John Creighto
Jul31-09, 09:08 AM
I understand that part. My problem (I think) is that I need to evaluate when f(y) has points above the line x=y and I do not know how to derive f(y). Does that make any sense?
You use f(x,y) not f(y) because it is the function f(x,y) that is the distribution for a point (x,y). f(y) only gives the distribution for y.
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