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Math Help - conditional probability

  1. #1
    Junior Member
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    conditional probability

    The definition of the conditional probability f(x|y)=f(x,y)/f(y)
    but what is now f(x|x>a), because I don't know what f(x,x) is.
    And what is E(X|X>a) for a random variable X then

    thx
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  2. #2
    Grand Panjandrum
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    Re: conditional probability

    Quote Originally Posted by sung View Post
    The definition of the conditional probability f(x|y)=f(x,y)/f(y)
    but what is now f(x|x>a), because I don't know what f(x,x) is.
    And what is E(X|X>a) for a random variable X then

    thx
    f(x|x>a)=f(x)/Pr(x>a), when  x>a and zero otherwise, and Pr(x>a)=1-F(a)

    E(X|X>a)=\int_a^{\infty} x f(x|x>a)\; dx

    CB
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