Questions tagged [conditional]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
4
votes
1answer
48 views

What is the posterior mean of $\mu$ given a randomly stopped i.i.d. observations from a Normal

Let's imagine I have a machine giving me an independent random number from a normal distribution $N(\mu,1)$ whenever I push a button. I have a stopping rule to decide how many samples to collect - I ...
0
votes
1answer
16 views

Independent variables in conditional probability

So I am reading this paper about reasoning(Hall, Ali, Chater, & Oaksford, 2016). Consider this conditionals. ...
0
votes
0answers
9 views

Correct terminology to refer to a collection of conditional probability distributions

I would like your help to find the correct terminology to refer to a collection of conditional probability distributions. Consider two random variables $Y$ and $X$, with supports $\mathcal{Y}$ and $\...
0
votes
0answers
16 views

Conditional Expectation - confused as how to deal with Et[zt+1] - only know how to do Et-1[zt]

Consider the following MA(2) process: zt = ut + α1ut−1 + α2ut−2, where ut is a zero-mean white noise process with variance σ 2 (a) Calculate the conditional and unconditional means of zt, that is, Et[...
0
votes
0answers
35 views

Conditional Covariance Problem

Suppose we have independent (not necessarily identical) normally distributed random variables X, Y. If we're given that, upon sampling each variable, X is some multiple a of Y (i.e. x = ay), what is ...
2
votes
1answer
33 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}) \;\...
0
votes
1answer
17 views

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
1
vote
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 ...
0
votes
0answers
13 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
votes
1answer
33 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 ...
0
votes
0answers
21 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
232 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_{(...