Can Conditional Probability Be Solved Generally with PDFs of Variables?

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Discussion Overview

The discussion revolves around the general solvability of conditional probability expressions involving probability density functions (PDFs) of random variables. Participants explore the relationship between conditional probabilities and cumulative distribution functions (CDFs), as well as the implications of combining multiple random variables.

Discussion Character

  • Exploratory
  • Mathematical reasoning

Main Points Raised

  • One participant questions whether the ability to solve a conditional probability expression depends on the PDFs of the involved variables.
  • Another participant provides a reformulation of the conditional probability expression in terms of a ratio of probabilities.
  • A different participant discusses the use of the CDF method to express joint probabilities and considers how to convert probabilities into CDFs for a specific case.
  • Further, a participant raises a question about calculating the probability of the sum of two random variables, suggesting that knowledge of their individual PDFs may not suffice without additional transformations.

Areas of Agreement / Disagreement

The discussion does not reach a consensus, as participants explore different aspects of conditional probability and its dependence on the PDFs without agreeing on a definitive method or solution.

Contextual Notes

There are limitations regarding the assumptions made about the independence of variables and the specific forms of the PDFs and CDFs involved, which remain unresolved.

Who May Find This Useful

This discussion may be useful for those interested in probability theory, particularly in the context of conditional probabilities, PDFs, and CDFs, as well as for individuals working with random variables in statistical analysis.

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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 [itex]\frac{P(-f(y)<x<f(y))}{P(-f(y)<x<\infty)}[/itex].
 
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?
 

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