conditional distribution ofr t-distribution

fisher garrry

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I have not added the rest of Example 5c because it is not relevant for my problem. In the example they obtain the conditional distribution of T given a given y. They do that by adressing y as a constant and the fact that Z is a standard normal variable. The conditional distribution can also be noted: fT/Y(ty)=f(t,y)f(y)\displaystyle f_{T/Y}(t|y)=\frac{f(t,y)}{f(y)}. My problem is that I dont see that fT/Y(ty)=f(t,y)f(y)\displaystyle f_{T/Y}(t|y)=\frac{f(t,y)}{f(y)} and that the conditional distribution of T=nZY\displaystyle T=\sqrt{n}\frac{Z}{\sqrt{Y}} if Y=y is the same. I get that the mean would be 0 as for Z and that the variance would be determined: var(nYZ)=nYvar(Z)\displaystyle var(\frac{\sqrt{n}}{\sqrt{Y}}Z)=\frac{n}{Y}var(Z) and that you could use thoose in the normal distribution but why would that approach be the same as obtaining fT/Y(ty)=f(t,y)f(y)\displaystyle f_{T/Y}(t|y)=\frac{f(t,y)}{f(y)}. Can someone prove the link between fT/Y(ty)=f(t,y)f(y)\displaystyle f_{T/Y}(t|y)=\frac{f(t,y)}{f(y)} and threating y as a constant and writing the normal distribution of T=nZY\displaystyle T=\sqrt{n}\frac{Z}{\sqrt{Y}} mathematically?
 
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