[問題] 條件機率的證明
看板Statistics作者PrinceAries (This is Aries Speaking)時間17年前 (2009/03/11 16:21)推噓1(1推 0噓 1→)留言2則, 2人參與討論串1/1
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)
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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?
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