Real_Timing

设二维连续随机变量 $(X,Y)$ 的联合密度函数为 $p(x,y)$, 边际密度函数为 $p_X(x), p_Y(y).$ 其条件分布函数为 $P(X\leq x |Y=y)$. 则有$P(X\leq x|Y=Y)=\lim_{h\rightarrow 0}P(X\leq x|y\leq Y \leq y+h)$$=\lim_{h\rightarrow 0}\frac{P(X\leq x, y\leq Y\leq y+h)}{P(y\leq Y\leq y+h)}$$=\lim_{h\rightarrow 0} \frac{\int_{-\infty}^x\int_{y}^{y+h}p(u, Read More