Results 1 to 2 of 2

Math Help - Random vector distribution

  1. #1
    Newbie
    Joined
    Dec 2010
    Posts
    10

    Random vector distribution

    Random variable has discrete distribution:
    Conditional distribution of random vector under condition is:

    a. Find distribution of random vector
    b. Find conditional distribution under condition

    How can I use Bayes' formula?
    Thanks for any help.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Senior Member
    Joined
    Dec 2010
    Posts
    470
    For part (a) the unconditional distribution is the sum of the probabilities under all possible conditions
    f(u,v) = \sum_k P(X=k)f_{(U,V) | X=k}(u,v)

    For part (b) Baye's formula says
    P(A | B) = \frac{P(A,B)}{P(B)} = \frac{P(A)P(B|A)}{P(B)}

    which in this case becomes

    P(X=k | (u,v) = (U,V)) = \frac{P(X=k, (u,v) = (U,V))}{f(U,V)}<br />
= \frac{P(X=k)f_{(U,V) | X=k}(u,v)}{f(U,V)}
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Determining the distribution of a random vector
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: July 31st 2010, 01:13 PM
  2. Replies: 9
    Last Post: January 28th 2010, 07:26 AM
  3. Distribution of 2 Random Variables
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: November 29th 2009, 09:51 PM
  4. Random Variable Distribution
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: November 4th 2009, 11:23 AM
  5. distribution of sum of random variables
    Posted in the Advanced Statistics Forum
    Replies: 7
    Last Post: April 30th 2009, 04:36 PM

Search Tags


/mathhelpforum @mathhelpforum