Given two jointly distributed random variables X and Y, the conditional probability distribution of Y given X is the probability distribution of Y when X is known to be a particular value. If the conditional distribution of Y given X is a continuous distribution, then its probability density function is known as the conditional density function.
The properties of a conditional distribution, such as the moments, are often called by corresponding names such as the conditional mean and conditional variance.
Read more about Conditional Probability Distribution: Discrete Distributions, Continuous Distributions, Relation To Independence, Properties
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