Independence versus conditional indenpendce


New Member
Independence versus conditional independence. Consider x and y independent Gaussian
random variables with zero mean and unity variance.
1. For an arbitrary new random variable does the following hold
P(X, Y|z) = P(x|z) * P(ylz) ?
2. Let z = x + y . Write the explicit expression of the pdf p( x, y | z) . Use the Dirac delta
function if necessary.

pls help