作者PrinceAries (This is Aries Speaking)
站內Statistics
標題[問題] 條件機率的證明
時間Wed Mar 11 16:21:46 2009
這是原題目：
Let X and Y are two independent discrete random variables.
Prove that the following equation of the conditional probability:
P(X=x) = ΣP(X=x│Y=y)．P(Y=y)
y (Σ從y開始加)
-------------------------------------------------------------------
一般來說，
P (x│y) = P (x,y) / P (y)
X│Y XY Y
P (x,y) = P (x│y)．P (y)
XY X│Y Y
ΣP (x,y) = ΣP (x│y)．P (y)
y XY y X│Y Y
P (x) = ΣP (x│y)．P (y)
X y X│Y Y
這樣有得證嗎?
是寫法不同還是從題目倒推?
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 61.57.68.221
1F：→ casella123:差不多拉 03/12 00:08
2F：推 Jordan23:樓上說得沒錯 03/13 00:38