Conditional Distributions for Discrete Random Variables

Definition and computation of conditional probability mass functions for two discrete random variables, including computing single conditional probabilities, full conditional distributions, recovering joint pmfs via the multiplication rule, and conditional event probabilities.

Step 1 of 157%

Tutorial

The Conditional PMF

For two discrete random variables XX and YY with joint pmf pX,Y(x,y),p_{X,Y}(x,y), the conditional probability mass function of YY given X=xX=x is

pYX(yx)=P(Y=yX=x)=pX,Y(x,y)pX(x),p_{Y\mid X}(y \mid x) = P(Y = y \mid X = x) = \dfrac{p_{X,Y}(x,y)}{p_X(x)},

defined whenever pX(x)>0.p_X(x) > 0.

This is ordinary conditional probability: the joint probability of {X=x,Y=y}\{X=x,\,Y=y\} divided by the probability of the event {X=x}\{X=x\} we condition on.

For instance, suppose XX and YY have joint pmf

Y=0Y=1X=00.10.2X=10.30.4\begin{array}{c|cc} & Y=0 & Y=1 \\ \hline X=0 & 0.1 & 0.2 \\ X=1 & 0.3 & 0.4 \end{array}

Then pX(0)=0.1+0.2=0.3,p_X(0) = 0.1 + 0.2 = 0.3, so

pYX(10)=pX,Y(0,1)pX(0)=0.20.3=23.p_{Y\mid X}(1 \mid 0) = \dfrac{p_{X,Y}(0,1)}{p_X(0)} = \dfrac{0.2}{0.3} = \dfrac{2}{3}.
navigate · Enter open · Esc close · ⌘K/Ctrl K toggle