Let f (x1, x2) = cg(x1, x2) be a joint p.d.f. for (x1, x2). For each x2,

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Let f (x1, x2) = cg(x1, x2) be a joint p.d.f. for (x1, x2). For each x2, let h2(x1) = g(x1, x2). That is, h2 is what we get by considering g(x1, x2) as a function of x1 for fixed x2. Show that there is a multiplicative factor c2 that does not depend on x1 such that h2(x1)c2 is the conditional p.d.f. of x1 given x2 = x2.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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