Conditional Distribution

You know from conditional probability, that

P(B/A)= )
, P(A)>0)
Now defining the events A and B by X=x, Y=y
We have
)
P | )=
)
)
f | )= , g(x)>0 ………...….......………………………………… (1)
)
where X and Y are discrete random variables
It may be note that f | ) is strictly a function of y with x fixed and satisfies all the conditions of
a probability distribution function.
(1) | ) is called a conditional distribution of the discrete random variables Y given
that X=x. Similarly,
)
f | )= , h(y)>0 ……………...…..………………………………. (2)
)
is called a conditional distribution of X given that Y=y

Ex: For the following pdf of X & Y

f(x, y)= , x = 1,2,3 and y = 1, 2

(a) Obtain the marginal and conditional distribution of X and Y.

(b) Find f | ) and (c) P | )
Solution:
(a) g(x) =∑ = + , x = 1,2,3
h(y) =∑ = + , x = 1,2

The conditional distribution are,

)
(b) f | )= = = , y = 1, 2
)

)
)
f | )= = = , x = 1,2, 3
)

For f | ), we have from f | ) =

f | )

(b) P | )= =
Similarly , f | )=P | )= =

1
And that f | )=P | )= and f | )=P | )=
For continuous random variables
)
f | )= , h(y) > 0 and
)
)
f | )= , g(x) > 0
)

If one wished to find the probability that the random variables X lies between a and b given that
Y = y, we have

P | )=∫ | )dx

Ex-2: Find the conditional distribution of Y given X for

f(x, y) = 8xy, 0<x<1, 0<y<x
=0, otherwise
Find g(x) and ( | )

Solution: g(x)= ∫ ) ∫ 4 , 0<x<1.

)
| )
)
Hence P( | ) ∫ | )dy

=∫ dy=4[ ] =4[ ]
)

Exercise-1: The joint density for the random variables (X, Y ), where X is the unit temperature
change and Y is the proportion of spectrum shift that a certain atomic particle produces, is
f(x, y) = 10 xy2, 0 < x < y < 1,
= 0, elsewhere.
(a) Find the marginal densities g(x), h(y), and the conditional density f(y|x).
(b) Find the probability that the spectrum shifts more than half of the total observations, given
that the temperature is increased by 0.25 unit.

2
 Independence of Random Variable

If f | ) does not dependent on y, then we would have f | ) ) and then from 2 we have
f(x, y) = g(x) h(y)
Definition: R. V. X and Y with marginal distribution g(x) and h(y) respectively are said to be
statistically/ Stochastically independent iff
f(x, y)=g(x) h(x)
For both discrete and continuous random variables

In other words 2 random variables are independent iff their marginal distributions are equal to
their respective conditional distributions.

Ex-2: Given the joint density function

f(x, y) = x(1+3y2)/4 , 0 < x < 2, 0 < y < 1,

= 0, elsewhere,

Find g(x), h(y), f(x|y) and evaluate ( | )

Solution:

3
Ex -3: The joint probability density function of 2 random variables is
f( , ) = (4-2 - ), 2 + ,
=0, otherwise
Determine,
(a) The marginal probability density function of
(b) The conditional probability density function of given that = and
(c) P( | ), Are independent?

Solution: (a) g( ) = ∫ )

= [ ]
)
= [ ]

= [ )] 𝑋

= [ ) ], 0 (4,0)

)
(a) ) ∫ ) 2𝑥 +𝑥
)
= [ ]
) 𝑋
= [ ], 0
(0,2)
= [ ]

= ) , 0

) )
(b) f | )
) )

)
= , 0< <4-2 for 0< <
)

and
)
(c) P ( | )=∫ | )
)
=∫ d

= [ ]

= * +

4
Finally, its been observed that
)
| ) ) )
)

Hence and are not independent.

Exercise-2: The bivariate random variables (X,Y) has the joint probability density function
f(x, y) = )

Find (a) marginal probability density function of X and Y

(b) The conditional probability density function f | ) and f | )
(c) Check the independence of X and Y.

Solution: (a) g(x)=∫ )

= [ )]

= [ ( )]

= [ ( )]

= ( ) , 0 x 2.

Exercise-3: It has been observed that the joint distribution of a number X, X 1, and its
fractional part Y which is the result of a computes operation involving a random generator is
F(x, y) =
(1) Find P( | )
(2) For what value of m is it true that ( | ) ?
(3) Are X and Y independent?

Exercise-4

Are U and V independent?