Conditional CDF from joint CDF using partial derivatives

4.4k Views Asked by At

Is there a way of finding the conditional CDF $F(x\mid y)$ by using the partial derivative $\dfrac{dF(x,y)}{dy}$ ?

1

There are 1 best solutions below

2
On BEST ANSWER

$$F(x|y)=\int_{-\infty}^x \dfrac{f(z,y)}{f(y)}dz=\dfrac{\dfrac{dF(x,y)}{dy}}{f(y)}$$

Since $$ \dfrac{dF(x,y)}{dy}=\dfrac{d}{dy}\int_{-\infty}^y \int_{-\infty}^x f(z,w) dz dw=\int_{-\infty}^x f(z,y) dz$$