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Thread: "Show that fY|X(y) is a density function of a true probability distribution"

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    "Show that fY|X(y) is a density function of a true probability distribution"




    Where do I begin?? The course I'm taking is focusing heavily on proofs like this, and I'm studying it at a distance so my opportunity to ask questions are very limited. I've ordered a book dealing with how to read and do mathematical proofs in general, but I would love to get some input from someone specifically on proofs relating to probability such as these (and if there are other resources).

    Thanks

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    Re: "Show that fY|X(y) is a density function of a true probability distribution"

    I think you merely need to show

    1. It is a non-negative function
    2. It integrates up to 1

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    Re: "Show that fY|X(y) is a density function of a true probability distribution"

    How do I go about showing that? I understand the idea of integrating to get the probability mass under the curve and that it has to = 1 as x goes from -infinity to infinity, but how do I prove that this does that?

    I'm just not sure where to start...

    Thanks!

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    Re: "Show that fY|X(y) is a density function of a true probability distribution"


    By definition you relate it to joint density function and then you can integrate it out.

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