Conditional probability distribution: Difference between revisions

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Given two jointly distributed [[random variable]]s ''X'' and ''Y'', the '''conditional probability distribution''' of ''Y'' given ''X'' (written "''Y''|''X''") is the [[probability distribution]] of ''Y'' when ''X'' is known to be a particular value.

For [[discrete random variable]]s, the [[conditional probability]] mass function can be written as ''P''(''Y''=''y''|''X''=''x''). From [[Bayes' theorem]], this is