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Questions tagged [conditional]

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2
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1answer
32 views

Computing conditional probabilities on multivariate data from covariances

I am struggling to implement some Bayesian algorithm which I hope you may help me with. I am required to compute all probabilities of the form: $$P(Z_i\le z_i\;|\;Z_1=z_1, \dots, Z_{i-1}=z_{i-1}) \;\...
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1answer
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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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0answers
29 views

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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0answers
11 views

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 ...
0
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1answer
31 views

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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0answers
20 views

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 ...
1
vote
1answer
193 views

Conditional expectation on exponential distribution

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?
2
votes
1answer
32 views

$k$-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_{(...