I am working on a problem and am a bit stuck.
The problem: Find conditional distribution and expectation of X given Y
(Sorry I did not know how to format into a table)
\begin{array}{l:l|c}X & Y & P \\\hline 0 & 0 & .1 \\ 1 & 0 & .2 \\ 2 & 0 & .1 \\ 0 & 1 & .4 \\ 1 & 1 & .2 \end{array}
What I have done so far:
For finding E(X|Y) split into:
E(X|Y=0) = $(0)(.1)+(1)(.2)+(2)(.1)\over(.1+.2+.1)$ = $.4\over.4$ = 1
E(X|Y=1) = $(0)(.4)+(1)(.2)\over(.4+.2)$ = $.2\over.6$ = $1\over3$
This doesn't exactly seem right however. For creating the conditional distribution do we just include these values? Is this the conditional distribution?
That is correct. Thos are the conditional distributions for $X$ when given a value for $Y$.
You may wish to express it as $\mathsf E(X\mid Y)=\mathbf 1_{Y=0}+\tfrac 13\mathbf 1_{Y=1}$
Similar. Evaluate the Conditional Probability Mass Functions for $X$ when given values for $Y$.
Eg $\mathsf P(X=0\mid Y=0)=\dfrac{0.1}{0.1+0.2+0.1}=\dfrac 14$, and similarly $\mathsf P(X=1\mid Y=0)=\dfrac 12$, etcetera.