One of my variables follows Chi-squared distribution and the other one follows a log-normal distribution.
2026-03-10 20:58:08.1773176288
How can I obtain conditional probability density function if I know the pdfs of the individual random variable?
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If your variables are independent, then $p_{X, Y}(x, y) = p_{X}(x) \cdot p_{Y}(y) \Rightarrow p_{X|Y}(x|y) = \frac{p_{X, Y}(x, y)}{p_{Y}(y)} = \frac{p_{X}(x) \cdot p_{Y}(y)}{p_{Y}(y)} = p_{X}(x)$, otherwise you can't find the conditional pdf, unless you know the joint pdf of your variables.