Conditional probability density function
Let
and
be two absolutely continuous random variables. The conditional
probability density function of
given
is a function
![[eq1]](http://images1.statlect.com/conditional_probability_density_function__5.png)
such
that![[eq2]](http://images2.statlect.com/conditional_probability_density_function__6.png)
for
any interval
![[eq3]](http://images1.statlect.com/conditional_probability_density_function__7.png)
.
More details about the conditional probability density function can be found in the lecture entitled Conditional probability distributions.
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