fisher garrry
New member
- Joined
- Dec 11, 2017
- Messages
- 11

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(t∣y)=f(y)f(t,y). My problem is that I dont see that fT/Y(t∣y)=f(y)f(t,y) and that the conditional distribution of T=nYZ 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(YnZ)=Ynvar(Z) and that you could use thoose in the normal distribution but why would that approach be the same as obtaining fT/Y(t∣y)=f(y)f(t,y). Can someone prove the link between fT/Y(t∣y)=f(y)f(t,y) and threating y as a constant and writing the normal distribution of T=nYZ mathematically?
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