Undergrad Can Conditional Probability Be Solved Generally with PDFs of Variables?

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The discussion centers on whether conditional probability can be solved generally using probability density functions (PDFs) of variables. It explores the expression P(x < f(y) | x > -f(y)) and its transformation into cumulative distribution functions (CDFs). The conversation highlights the importance of reformulating probabilities into CDFs for easier calculation, specifically using the relationship between PDFs and CDFs. Additionally, it raises the question of calculating the probability of the sum of two variables, P(A + B < y), which would require knowledge of their combined PDF. Overall, the thread emphasizes the need for specific PDF relationships to solve conditional probabilities effectively.
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Is it possible to solve something like this generally or does it depend on the pdf's of the variables?

P(x < f(y) | x > -f(y))
 
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Your expression can be given as \frac{P(-f(y)&lt;x&lt;f(y))}{P(-f(y)&lt;x&lt;\infty)}.
 
As a step in using the CDF method for a random variable as a function of X where i have X_PDF, I came from:

P(x > -f(y) AND x < f(y)) =
P(x > -f(y)) * P(x < f(y) | x > -f(y))

The aim is to convert the P()'s to X_CDF()'s.

Your answer led me back a step, which made me think that maybe P(x > -f(y) AND x < f(y)) might be expressed like (1-X_CDF(-f(y))) - X_CDF(f(y))

It seems to be correct for my case, so thank you :)
 
By the way..

In the CDF method, I understand that I need to reformulate expressions to get something like P(X < y) which equals X_CDF(y) or P(X > y) which equals (1-X_CDF(y)), since I know the expression of X_PDF(x) = X_CDF'(x).

What if I have P(A + B < y), knowing A_PDF(a) and B_PDF(b)?
Would that require that I know AplusB_PDF(a,b) and some transformation from y to a and y to b?
 
The standard _A " operator" maps a Null Hypothesis Ho into a decision set { Do not reject:=1 and reject :=0}. In this sense ( HA)_A , makes no sense. Since H0, HA aren't exhaustive, can we find an alternative operator, _A' , so that ( H_A)_A' makes sense? Isn't Pearson Neyman related to this? Hope I'm making sense. Edit: I was motivated by a superficial similarity of the idea with double transposition of matrices M, with ## (M^{T})^{T}=M##, and just wanted to see if it made sense to talk...

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