What is Conditional: Definition and 483 Discussions

In probability theory and statistics, given two jointly distributed random variables



X


{\displaystyle X}
and



Y


{\displaystyle Y}
, the conditional probability distribution of Y given X is the probability distribution of



Y


{\displaystyle Y}
when



X


{\displaystyle X}
is known to be a particular value; in some cases the conditional probabilities may be expressed as functions containing the unspecified value



x


{\displaystyle x}
of



X


{\displaystyle X}
as a parameter. When both



X


{\displaystyle X}
and



Y


{\displaystyle Y}
are categorical variables, a conditional probability table is typically used to represent the conditional probability. The conditional distribution contrasts with the marginal distribution of a random variable, which is its distribution without reference to the value of the other variable.
If the conditional distribution of



Y


{\displaystyle Y}
given



X


{\displaystyle X}
is a continuous distribution, then its probability density function is known as the conditional density function. The properties of a conditional distribution, such as the moments, are often referred to by corresponding names such as the conditional mean and conditional variance.
More generally, one can refer to the conditional distribution of a subset of a set of more than two variables; this conditional distribution is contingent on the values of all the remaining variables, and if more than one variable is included in the subset then this conditional distribution is the conditional joint distribution of the included variables.

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  1. R

    Conditional probability help

    I can easily solve a problem if the probabilities are already defined in the question.. such as P(A|B) But I always get confused about how to actually define the probability from an application exercise. E.g.. Market research shows that (A)75% if customers want text messages on their phone...
  2. E

    Conditional probability for normally R.V

    w1,w2,w3,w4,w5 are normally distributed i.i.d R.V. I want to calculate the probability that slots 1&2(w1,w2) are smaller than slots 3,4,5 (where mu>0) I'm able to calculate the probability that slot 1 is smaller than 3,4,5, now I'm stuck on the calculation for slot 2, where i know that i...
  3. E

    Conditional Statements only if.

    Conditional Statements "only if." For some reason, be it some bad habit or something else, I can not understand why the statement "p only if q" would translate into p implies q. For instance, I have the statement "Samir will attend the party only if Kanti will be there." The way I interpret...
  4. D

    What percentage of non-fatal accidents are caused by drivers who do not text?

    Homework Statement A study of texting and driving has found that 40% of all fatal auto accidents are attributed to texting drivers, 1% of all auto accidents are fatal, and drivers who text while driving are responsible for 20% of all accidents. Find the percentage of non-fatal accidents...
  5. Y

    Conditional Probability Coin Flipping Question

    Homework Statement The following experiment involves a single coin with probability p of heads on anyone flip, where 0 < p < 1. Step 1: Flip the coin. Let X = 1 if heads, 0 otherwise. Step 2: Flip the coin (X + 1) times. Let Y = the number of heads obtained in this step. Step 3: Flip the...
  6. N

    How to evaluate an ordered conditional PDF ?

    Hello, i would like to evaluate the following PDF: Let x1 ≥ x2 ≥ ... ≥ xL. What is the PDF of xi (where 1 ≤ i < L), given that xL ≥ T (where T is a predetermined fixed value) ?? Any help would be useful. Thank you in advance
  7. Y

    MHB What is P(B) given P(A|~B) = 1/2 and P(B?AUB) = 2/5?

    Hello all I have a little problem with this short question, would appreciate your help. Let A and B be two events such that: P(A|~B) = 1/2 and P(B?AUB) = 2/5 (~B means not B) Find P(B) The final answer should be 1/4, I can't get there. I did some work with the conditional probability...
  8. R

    Evaluating Conditional Probability of Several Random Variables

    Homework Statement Let X_1, X_2, X_3 be iid with common pdf f(x)=exp(-x), 0<x<infinity, 0 elsewhere. Evaluate P(X_1<X_2 | X_1<2X_2)Homework Equations f(X|Y) = f(x,y)/f(y) The Attempt at a Solution Since P(X_1<X_2) is a subset of P(X_1<2X_2), the intersection (edited, at first said union)...
  9. G

    Conditional Probabilities in Tennis

    Homework Statement This isn't really homework, just reviewing for a test. This is problem 3.17 in 'A modern introduction to probability and statistics: understanding why and how' Dekking. But since it can be seen as a HW problem, might as well post here. Question: You and I play a...
  10. U

    MHB Finding the conditional variance and CDF

    Question: Assume a bivariate GARCH process as follows: \begin{align} r_{mt} &= \sigma_{mt}\epsilon_{mt} \ \ \ \cdots \ \ \ \text{(1)} \\ r_{it}&=\sigma_{it}\rho_{it}\epsilon_{mt}+\sigma_{it}\sqrt{1-\rho_{it}^2}\xi_{it} \ \ \ \cdots \ \ \ \text{(2)} \\ (\epsilon_{mt}, \xi_{it}) & \sim S...
  11. N

    MHB Conditional PDF of this random variable

    the random variable X and Y have a joint PDF given by: $f_{x,y}(x,y) = \frac{1}{10}$, $(x,y)\in[-1,1] * [-2,2] \cup [1,2] * [-1,1]$ a) find the conditional PDF for $f_{y|x}(x,y)$ and $f_{x|y}(xy)$ and b) find E[X|Y], E[X] and Var[X|Y]. Use these to calculate var(X) for part a) I am unsure...
  12. N

    MHB Conditional expectation of joint PMF

    (please refer to attached image) The question appears to be simple enough, but i have two queries A) does E[X1 X2] mean the same as E[X1 | X2] B) If not/so, how exactly do I go about computing this. I've seen a few formulas in my lectures notes for computing conditional expectations for...
  13. W

    What Are Common Mistakes in Solving Conditional Probability Problems?

    Homework Statement Question 1: A teacher gave his class two tests where every student passed at least one test. 72% of the class passed passed both tests and 80% of the class passed the second test. (i)what percentage of those who passed the second test also passed the first? (ii) what...
  14. H

    Example involving conditional probability and transitivity

    I'm just going to post a screenshot of the Example (free online textbook). I'm having a tough time making the leap to the first sum - what allows me to rewrite P(T|A) as the sum of the product of those two conditional probabilities? Thanks
  15. L

    A question about conditional mean

    X (n by 1) follows a multivariate normal distribution, i.e., X ~ N(mu, Sigma). mu is n by 1, Sigma is n by n. What is E(X|X_{sub}=A)? where the index 'sub' (m by 1) is a subset of {1,2,..,n}, A is m by 1, 1 <= m < n.
  16. H

    Conditional probability of several events? (sports-related)

    I'm casually working on determining the probability of a team in a given sport (let's say football) reaching at least a certain level in a season. There are two main parts to this: How many games they won in the season, and how far they got in the playoffs. I'd like to assign one final number...
  17. fluidistic

    Calculating a probability if I'm given a conditional density function

    1. Homework Statement +Relevant equations+Attempt at a solution Hi, I'm stuck on a problem. I have that [/itex]P(x,t|y,0)[/itex] represents the probability density that a function has the value x at time t knowing it had the value y at time [/itex]t_0=0[/itex] . Where...
  18. I

    Change of variables in conditional pdf

    Hello, I have a simple question regarding changing variables in a conditional distribution. I have two independent variables r \in \mathbb{R}, r>0 \\ t \in \mathbb{I}, t>0 where r is "rate" (can be any positive real number although most likely to be around 1) and t is "time" (positive...
  19. O

    MHB Conditional expectation proof question

    Here is a proof question: For two random variables X and Y, we can define E(X|Y) to be the function of Y that satisfies E(Xg(X)) = E(E(X|Y)g(Y)) for any function g. Using this definition show that E(X1 + X2|Y) = E(X1|Y) + E(X2|Y) So what I did was I plugged into X = X1 + X2 E(E(X1 +...
  20. B

    Conditional Distribution Functions

    Homework Statement If X1 is uniform on [0,1], and, conditional on X1, X2, is uniform on [0,X1], find the joint and marginal distributions of X1 and X2 Homework Equations conditional joint distribution The Attempt at a Solution f(x1|x2) = 1/x1 (for 0<x2<x1) f(x1) = 1 ( for...
  21. C

    Conditional Probability: an incorrect error detection

    Homework Statement From Mathematical Statistics and Data Analysis 3ed, Rice 1.8 #61 Suppose chips are tested and the probability they are detected if defective is 0.95, and the probability they are declared sound if they are sound is 0.97. If 0.005 of the chips are faulty. What is the...
  22. C

    Coins in a box: aa conditional probability problem

    Hello, I've been working on some questions from Rice's Mathematical Statistics and Data Analysis and I'm not sure about my solutions. The question I'm working on is as follows: 1.8 #59c A box has 3 coins: 1 with two heads, 1 with 2 tails and 1 fair coin. A coin chosen randomly is flipped...
  23. H

    MHB PGF of a conditional random variable

    I have a queueing system. The probability Generating Function of the number of packets in the queue (queue length) is given by Q_G(z)=\frac{e^{\lambda T(z-1)}(1-z^{-1})(1-\lambda T)}{1-z^{-1}e^{\lambda T(z-1)}}. I need to find the PGF of a conditional quantity. X=(Q_G|Q_G>0) i.e. to say in...
  24. R

    Conditional Probability Question

    Suppose that there are 2 apple trees. Tree A and tree B. A produces 0.7 of the farm's apples. And B produces 0.3. Out of the apples that tree A produces, 0.15 are bad. For B, 0.05 are bad. One package of goodies contains 3 apples. Given this information, what is the P(Tree A| at...
  25. B

    MHB Conditional independence problem

    Help needed. Let A1, A2 and B be events with P(B)>0. Events A1 and A2 are said to be conditionally independent given B if P(A1nA2|B)=P(A1|B)P(A2|B). Prove or disprove the following statement: Suppose 0<P(B)<1. If events A1 and A2 are conditionally independent then A1 and A2 are also...
  26. A

    Conditional Probability - Markov chain

    Hi, I was reading about Markov chains and came across the following statement: "The conditional distribution p(x_n|x_{n-1}) will be specified by a set of K-1 parameters for each of the K states of x_{n-1} giving a total of K(K-1) parameters." In the above we have assumed that the...
  27. P

    Conditional expected value

    we have a variable that takes values 1,...,6 with density: n 1 2 3 4 5 6 f(n) 0.1 0.2 0.1 0.3 0,176 0,124 What is the average price (expected value) of X under the condition that X is even? E(X/X=even)=k*P(X=k/X=even)=0.2*2+4*0.3+0.124*6 i am...
  28. K

    Dinning Philosophers' Problem Using Conditional Variables

    Homework Statement I can't see where the problem is in the following pseudo-code. I recall from class that the problem is based on the signal calls and wait call in pickup() and putdown() Thank you. Homework Equations class Monitor R() { bool forks[5]; // all true condition c[5]; void...
  29. G

    Conditional normal probability, repost

    Homework Statement The number of hours of sunshine in one week in a specific resort is assumed to follow a normal distribution with expectation 43 and standard deviation 17. Family A will spend the first three weeks of the summer at the resort. Family B will spend the LAST two weeks of...
  30. G

    Conditional normal distribution

    Homework Statement We have two normally distributed random variables: A = N(129, 29.4) B = N(86, 24.0) What is the probability A is atleast twice the size of B? The Attempt at a Solution P(A > 2B | B = b) or something? I think we are supposed to use the CLT somehow but I don't...
  31. Darth Frodo

    Conditional Probability

    Homework Statement In 1988, the state of Illinois required HIV testing for a couple to obtain a marriage license. The HIV testing at the time consisted of two separate tests, the ELISA test and the Western Blot test. The Elisa test was signi cantly less expensive. A person who is HIV...
  32. M

    A simple conditional expectation question

    Let v be a random variable distributed according to F(.). Let X be a set containing the objects x1 and x2. Suppose E(v|x1) = b AND E(v|x2) = b (The expected value of v conditional on x1 is b, etc) where b is some constant. Does it follow that E(v|x1,x2) = b? If so, why...
  33. A

    Conditional Probability, Additive Signals

    Obviously, this is a homework assignment, so I don't want it done for me; however, I am confused. Perhaps I am just confused by the problem or the wording, but I am totally stuck on what to do. I believe the output signal should be a convolution where Z = X + Y, and Y is the gaussian(0, 2)...
  34. P

    Conditional probability and combinatorics question.

    Hi, I wish to confirm the results I obtained for the two following questions in statistics. I'd truly appreciate your feedback. Homework Statement 1) Die 1 and die 2 form a pair of unbiased dice. Die 1 has 4 faces painted red and 2 painted blue, whereas die 2 has 4 faces painted blue and 2...
  35. J

    Poisson Process Conditional Distribution

    Homework Statement X_t and Y_t are poisson processes with rates a and b n = 1,2,3...Find the CDF F_X{}_t{}_|{}_X{}_t{}_+{}_Y{}_t{}_={}_n(x)Homework Equations The Attempt at a Solution F_X{}_t{}_|{}_X{}_t{}_+{}_Y{}_t{}_={}_n(x) =P(X_t<x|X_t+Y_t=n) =\frac{P(X_t<x,X_t+Y_t=n)}{P(X_t+Y_t=n)} Not...
  36. M

    Conditional exponential distribution and exponential evidence

    Homework Statement This is a subset of a larger problem I'm working on, but once I get over this hang up I should be good to go. I have a set of measurements x_n that are exponentially distributed p(x_n|t)=e^{-(x_n-t)} I_{[x_n \ge t]} and I know that t is exponentially distributed as...
  37. C

    Can the Kolmogorov definition of the conditional probability be proven

    It seems weird that such a relatively complex concept is simply given as a definition in most textbooks and then dismissed for further explanation other than using it intact or as a basis for further proofs.
  38. L

    Statistics, Conditional distributions, UMVUE, Rao-Blackwell

    Hi, I have a general concept question. I am working with finding complete sufficient statistics of distributions. Sometimes I need to condition some function of a parameter on a sufficient statistic, using basically Rao-Blackwell, but my trouble is in finding the conditional distributions...
  39. G

    Conditional Probability Question

    Homework Statement A population has n men and n women. If you where to take 4 people out of the population to form a group what's the probability that there are exactly the same number of men as women in the group . Homework Equations The Attempt at a Solution Ok so I thought...
  40. M

    How Many X Molecules Ensure 95% Probability of Activating 3 Sites?

    Okay so I have a complex setup that I hope I can convey. I have 9 sites to which X can bind. 6 out of the 9 sites are active and 3 out of the 9 sites are inactive. I need 3 of the active sites to be bound to get the response I am looking for - which we will call EMAX. So when I add a...
  41. L

    Conditional expectation in statistics

    Hi, I am trying to show that if the E[W|X]=0 then the Cov (W,X)=0. Using the def of variance, and given that E[W] is zero, I get that Cov is equal to: E[WX]-E[W * E(X)] using conditional expectation: E [E(WX|X)] -E[x]E[W]= E[X E[W|X]]-E[X]E[E(W|X)]=0 I am not sure if...
  42. K

    Is Conditional Probability Influenced by Consecutivity

    What I mean by this is, Say I roll a die, given the specific condition that I get four eights consecutively such as "8888", the same probability as if I give the specific condition that I get another specific non-consecutive number such as? "0248" OR Say I flip a quarter. Would the...
  43. W

    Conditional Probability Statistics

    1. Assume that there is a 50% chance of hard drive damage if a power line to which a computer is connected is hit during an electrical storm. There is a 5% chance that an electrical storm will occur on any given summer day in a given area. If there is a 0.1% chance that the line will be hit...
  44. B

    Can't wrap my head around conditional probability

    So,I'm studying statistics (for engineers) now,and this is one of them courses that really gives me a headache time after time. Here for example,I can't seem to get the difference between P(A\bigcapB),and P(A|B).I'l give an example in for of a question given to us in some class. "70 percent...
  45. I

    Conditional Brownian motion

    I computed the distribution of B_s given B_t, where 0\leq s <t and \left\{B_t\right\}_{t\geq 0} is a standard brownian motion. It's normal obviously.. My question is, how do I phrase what I've done exactly? Is it that I computed the distribution of B_s over \sigma(B_t)?
  46. K

    Conditional Expectation of a random variable

    My professor made a rather concise statement in class, which sums to this: E(Y|X=xi) = constant. E(Y|X )= variable. Could anyone help me understand how the expectation is calculated for the second case? I understand that for different values of xi, we'll have different values for the...
  47. K

    Calculating Conditional Expectation of X,Y,Z: Triangle Inequality

    1. Let T = (X,Y,Z) be a Gaussian for which X,Y,Z for which X, Y, Z are standard normals, such that E[XY] = E[YZ] = E[XZ] = 1/2. A) Calculate the characteristics function Φ_T(u,v,w) of T. B) Calculate the density of T. 2. Let X and Y be N(0,1) (standard normals), not necessarily...
  48. C

    Conditional Prob of 0 in ASCII

    What is prob of 0 in ASCII text file assuming it is bit string? Analysis: MSB(1st bit in each byte) is always 0. So Pr(MSB) = 1/8. its space is 2^7=256. Assuming each character is randomly distribution(same ratio of appearing in text), besides MSB, other bits follow the rule Pr(0)=Pr(1)=1/2...
  49. P

    Expected value and variance of a conditional pdf (I think I have it)

    Homework Statement Suppose the distribution of X2 conditional on X1=x1 is N(x1,x12), and that the marginal distribution of X1 is U(0,1). Find the mean and variance of X2. Homework Equations Theorem: E(X_{2})=E_{1}(E_{2|1}(X_{2}|X_{1}))...
  50. W

    Statistics Problem regarding conditional probabilities

    Homework Statement A certain delivery service offers both express and standard delivery. Eighty-five percent of parcels are sent by standard delivery and 15% are sent by express. Of those sent standard, 80% arrive the next day, and of those sent express, 95% arrive the next day. A record of...
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