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Thread: How to calculate conditional density

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    How to calculate conditional density




    Hi,
    If we have a bivariate Gaussian dist as N(m, a). m=mean and a=variance. how can we find f(x|y) in terms of m and a?

    Thanks

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    Re: How to calculate conditional density


    For the result,

    http://en.wikipedia.org/wiki/Multiva...Bivariate_case

    For the derivation, you just need to divide the joint density by the "marginal" density of the random variable (vector) you conditional on.

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