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My question is the following. Let's say I have two probability distributions:

$f(x|b), g(x|c)$

$b$ and $c$ are discrete events while $x$ is a continuous variable, i.e., when the button b is pressed there is some distribution for the amount of rain fall the next day, $x$.

When the button $c$ is pressed there is a different distribution of rain fall the next day, $x$. Are there any strategies for estimating the distribution of rain fall if both buttons are pressed, i.e.,

$h(x|b,c)$ ?

And, what assumptions do those strategies rest on?

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You call both of your random variables (i.e., your events) x, but it might make more sense to call one y. Then we can ask, are x and y independent? If not, do you know how x and y are related? Without knowing the answers, it is not possible to get the joint probability distribution. That is, it is impossible to answer your question. – Joel W. May 30 '12 at 20:46
Can you say a and b are independant?i.e. p(a)*p(b)=p(a and b) – Seth May 30 '12 at 21:40
Seth - yes I can assume independence of b & c (I think you mean b and c as referred to in the question). – BrainPermafrost May 30 '12 at 21:50
Joel W. - well, the reason I only use x is that they are the same random variable. – BrainPermafrost May 30 '12 at 21:52
I don't see how this question makes sense. All you know is that b and c give different distributions for x. You don't even know what those distributions are. It could be that if b occurs you always get f(x|b) even when c occurs. Or what if c dominates then even if b occurs you get g(x|c). Those would be dependent cases. What would independence of b and c tell you? – Michael Chernick May 31 '12 at 1:02
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2 Answers

The solution is indeterminant. Even using p(b and c)= p(b) p(c) all we have is that the conditional density h(x|b and c) = h(x and b and c)/p(b and c)= h(x and b and c)/[p(b) p(c)]=h(x and c|b)/p(c). But this does nothing to relate the distribution h(x and c|b) to f(x|b) and g(x|c)

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Thank you Michael. All I have found are strategies to combine pdf's in risk analysis, i.e. 10 'experts' forecast some pdf of risk (or an event related to risk) - how do you combine these to make a decision? There are a few strategies but it does not seem that any are derived from probability equations. – BrainPermafrost May 31 '12 at 1:36

"10 'experts' forecast some pdf of risk (or an event related to risk) - how do you combine these to make a decision?

Assuming the experts come up with their pdfs using independent pieces of information, the unique correct way to combine the evidence is using the pointwise product of the density functions, just as we do when doing Bayesian estimation.

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