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Given a joint density, $f(x_1, x_2)$, can its pmf/pdf be found generally by the method outlined below:

For a joint density, $f(x_1, x_2)$ if we hold $x_2$ constant in the joint density, we will get the conditional density for $f(x_1 | x_2)$?

Here is the text from the textbook: enter image description here

I am assuming the validity of it is due to the fact that $f(x_1, x_2) = f(x_1 | x_2) f(x_2)$ and that because the conditional density $f(x_1 | x_2)$ is purely a function of $x_1$?

Thanks for your help

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  • $\begingroup$ Do you mean the missing constant in the propotionality relation is a function of $x_2$? Because this is what we have held constant in our joint distribution to get $f(x_1|x_2)$ $\endgroup$ Commented Feb 22, 2020 at 9:11
  • $\begingroup$ Thank you for the clarification! $\endgroup$ Commented Feb 22, 2020 at 18:47

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Indeed, $f(x_1|x_2)\propto f(x_1,x_2)$ when the proportionality sign $\propto$ means that both sides are proportional as functions of $x_1$. The missing "constant" in the proportionality relation is however a function of $x_2$.

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