# Questions tagged [conditional]

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### Calculate conditional probability using sample from 3variate normal distribution

I am working in R and have a matrix (200X3) named X where I have simulated data from a 3variate normal distribution given its parameters (variance-covariance matrix & and mu). My task is to ...
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### Scenario Analysis with a GARCH model - conditional forecasts with hard restrictions on dependent variables?

Waggoner and Zha (1999), see reference below, developed an approach to produce conditional forecasts for VAR models with hard restrictions on the variables using Gibbs Sampling. As an example, they ...
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### How to compute the CDF of summation of two time series? (Using Copula)

My question is about the time series. For modeling the multivariate time series based on the conditional copula. I read two book “Copulas and their applications in water resources engineering”, and “...
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### Conditional expectations and variance - OLS

Apologies for starting a new post for such basic problems but I have an exam tomorrow and struggle to sort out two answers from last year's exam (2. and 3.). I gave as much context as possible: The ...
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### Conditional expectation in Basic Linear Unobserved Effects Panel Data Model

I want to see that $E[u_t|X_t,c] \Rightarrow E[X_t' u_t]$ in a Panel Data Models
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### Probability of picking a white ball

the problem: I have a vase with a ball in it which I know to be either white or black with equal probabilities. I throw a white ball in the vase, shake, and take out a ball without looking, which ...
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### Conditional sorts as an alternative for regression models

I have the following regression model R=a+bX+cZX where R is the return and X is a control variable and Z is the variable of interest. As an alternative approach to the use OLS, often conditional ...
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### Conditional probability with chain rule and marginalisation

I have the following exercise, and I don't understand its solution (the picture): Consider a student who has the choice to buy or not buy a textbook for a course. We’ll model this as a decision ...
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### Conditional dependence between two ordinal variables

I really hope that this question was not answered in any way before, but I couldn't find an appropriate solution to my problem - most probably due to my lack of statistical knowledge. I am trying to ...
How can I compute the conditional expectation C-X in the following formula E[C-X|X$<$C]; where C is a constant and X a random variable following exponential distribution?
### $k$-th order statistics when the value of $j$-th one is known
Suppose there are $n$ random variables $X_i,~i\in\{1,\cdots,n\}$ which are independently drawn according to a CDF $F$ and pdf $f$. Suppose also that we know one of the realization, say \$X_{(j)}=x_{(...