Conditional probability is the chance that a certain event occurs, given another event has occurred.

It is defined as the joint probability divided by the prior probability:

Conditional Distribution

Given two joint random variable and , the conditional probability of given is the probability of when we fix the value of

Conditional Discrete Distributions

Conditional Continuous Distributions

The PDF of a conditional continuous distributions is

where is the joint density function and is the marginal density function of .

See also