Let X be a random vector that is split into three parts, X (Y, Z, W) Suppose that X has a continuous joint distribution with p d f f (y, z, w) Let g1(y, z w) be the conditional p d f of (Y, Z) given W w, and let g2(y w) be the conditional p d f of Y given W w Prove that g2(y w) g1(y, z w) dz ...

Let hyw be the marginal joint pdf ...

Let X be a random vector that is split into three parts, X = (Y, Z, W).

Question:

Let X be a random vector that is split into three parts, X = (Y, Z, W). Suppose that X has a continuous joint with p.d.f. f (y, z, w). Let g1(y, z|w) be the conditional p.d.f. of (Y, Z) given W = w, and let g2(y|w) be the conditional p.d.f. of Y given W = w. Prove that g2(y|w) = g1(y, z|w) dz.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...