If Xi are ordinary variables, like y=0.25x1+5.32x2+0.356x3+e. then what will be the solution ??
if Xi are mutually independent and identically distributed (iid) random variables. Then what will be the P(Y|X) for both cases ?
Thank you for your reply. Can you exemplify your explanation.
Suppose, y=0.25x1+5.32x2+0.356x3+e.
where e is normally distributed or poisson distributed.
What will be the pdf of Y|X ?
if X has some probability distribution, then what will be the solution?
How can I find the conditional probability density function of a dependent variable given the independent variable set. Say, Y is some deterministic function of a set of variables X , or Y=f(X)+e.
How can I fine the conditional pdf or P(Y|X) ?