1. The problem statement, all variables and given/known data Find the conditional distribution function and density for the random variable X defined on R given that X is in some interval I = (a,b) where P(X in I) > 0. Assume that the density and distribution for the random variable X is known 2. Relevant equations fX|X[itex]\in[/itex]I = P(X[itex]\leq[/itex]x | X[itex]\in[/itex] I) = fX,X[itex]\in[/itex]I(x,x)/fX[itex]\in[/itex]I(x) 3. The attempt at a solution I'm sorry, but my latex skills are very poor so I will try to describe in words what my problem is. The problem I'm having is that I know how to calculate the probability of P(X in I) since we just take the integral of the density function over the interval I in question. However, what do I do with the "joint" distribution fX,X[itex]\in[/itex]I(x,x) that I need for the definition of conditional distribution? That is what I can't figure out. Thanks in advance!