Does the law of total probabilites hold also in the case of continuous pdf?
$ f_{y} (y) = \int_{R}^{} f_{y|x}(s|t)f_{x}(t)dt $
Does the law of total probabilites hold also in the case of continuous pdf?
$ f_{y} (y) = \int_{R}^{} f_{y|x}(s|t)f_{x}(t)dt $
Copyright © 2021 JogjaFile Inc.
Close; $~~y$ needs to be the free variable on both sides of the equality.
$$f_Y(y) = \int_\Bbb R f_{X}(t)\,f_{Y\mid X}(y\mid t)\,\mathrm d t$$