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Math Help - Difference Between Conditional and Unconditional Distributions

  1. #1
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    Difference Between Conditional and Unconditional Distributions

    Hi,

    I was wondering if someone could explain to me the general idea regarding the difference between conditional and unconditional distributions?

    To give some context, I'm looking at a Labour Economics paper which uses Quantile Regression to estimate slope coefficients for different labour market co-variates for men and women, that compares the two conditional distributions to produce a gender wage gap.

    Thanks for any help on this, it is much appreciated!
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  2. #2
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    Re: Difference Between Conditional and Unconditional Distributions

    Hey visserthree.

    Basically a conditional distribution is some subset of the exhaustible distribution.

    So as an example, a common distribution looks something like P(Y|X=x). So if you only have a joint distribution with Y and X as random variables, then typically what happens is you are selecting a "slice" distribution for some fixed X=x.

    Basically all your are doing is your selecting a subset of the probability distribution space and nothing more. You can make it more complicated if you want to (like say P(Y|X<2) or P(Y|X is an integer) but it's always the same basic concept.
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