ABSTRACT

Example 1: Let the conditioning event be: E =- {X > c}. Then the conditional PDF becomes:

Pp(xv, X>>c)c) 0P(PX(x>) c) if x > c p(xIE) = p(x1X > c) = otherwise

Similar to the definition of independence between two events, two random variables X and Y are independent if the relevant PDF's satisfy

p(xly) = p(x), or equivalently

p(x, y) = P(x)P(Y).