Questions tagged [conditional-distribution]

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Use Kernel Density Estimation for Prediction

I would like to use the KDE to predict future positions of surrounding vehicles. So given a set of data [I: some input features, O: future position] I learn the joint distribution of the input and ...
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31 views

Identity of ${{\mathit f}({\mathbf z} {\mid} {\mathbf x)}}$ and ${\mathit f}$($\mathbf {z}$) under normality - a peculiar case

I am a newbie to econometrics, so kindly excuse me if I sound too naive. This is what Fumio Hayashi says on page 34 of "Econometrics": Recall from probability theory that the normal distribution ...
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68 views

Gibbs sampling example of a bivariate normal with unknown correlation

I'm looking for an example of using Gibbs sampling with a bivariate normal, where the correlation parameter is not fixed or known. In other words, what is the conditional distribution of the ...
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182 views

How do I find the conditional distribution of a normal r. v. z, given that I know the sum of z and another normal r. v. x is greater than some value?

Suppose I have two independent normal random variables, $X$ and $Z$ with $\mu_x$, $\sigma^2_x$ and $\mu_z$, $\sigma^2_z$. Suppose I also know that $x+z\geq y$. How do I find the conditional ...
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Predictive Posterior Distribution of Normal Distribution with Unknown Mean and Variance

Suppose that $x_{i}|\mu,\sigma^{2} \sim \mathcal{N}(\mu,\sigma^{2})$ for $i = 1,...n$. Assume that the assigned prior distributions are $\mu$ ~ $\mathcal{N}$($\mu_{0}$, $\sigma^{2}_{0}$) and $\tau \...