My Math Forum Interpretation of Conditional Distribution of a Function of a Random Variable

 October 26th, 2017, 07:04 PM #1 Senior Member   Joined: Oct 2015 From: Antarctica Posts: 128 Thanks: 0 Interpretation of Conditional Distribution of a Function of a Random Variable I know how to find the conditional distribution of two random variables, say X and Y, given their probability density function: f(Y | X=x) = f(x, y) / f(x) However, suppose I want to find the conditional distribution of a function of a random variable. For example: Does f(Y/(1-x) | X=x) = f(x, y/(1-x)) / f(x) ? If not, what does f(Y/(1-x) | X=x) mean? The forward slash represents division.
 October 26th, 2017, 08:42 PM #2 Senior Member     Joined: Sep 2015 From: USA Posts: 2,124 Thanks: 1103 not quite.. to find the density you'd have to find the expression for the CDF given $X=x$ and then differentiate. It's unlikely the form of the PDF will look like $\dfrac{f(Y)}{1-x}$

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