Alphabeta Math

Conditional Distributions and Regular Conditional Probability — Examples

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1 · Prerequisites
Abstract Algebra
Combinatorics
Coxeter Groups
Linear Algebra
Measure Theory
Probability
Real Analysis
Set Theory
Topology
2 · Logical flowchart

3 · Items

Example

Regular conditional law for a finite partition

Example

Conditional density of a bivariate normal law

Example

Conditioning independent variables leaves the marginal law

Example

Bayes formula for a finite mixture with continuous observation

Example

Regular conditional law of one coordinate given another

Example

A deterministic kernel from a measurable map

Counterexample

The density ratio is undefined on zero marginal fibres

Counterexample

Regular conditional laws are not unique on null conditioning values

Sources