Clarifications on the definition of $P(cdot|X=x, Yneq y)$?












1












$begingroup$


I have a question on the following: take two random variables $Y,X$ with support $mathcal{Y}, mathcal{X}$ respectively.



Let $yin mathcal{Y}$, $xin mathcal{X}$.



Let $P(cdot | X=x)$ be the probability distribution of $Y$ conditional on $X=x$.



I have some doubts on the definition of the probability distribution of $Y$ conditional on $X=x$ and $Yneq y$, denoted by $P(cdot| X=x, Yneq y)$.




  • Does this probability have subsets of $mathcal{Y}$ containing $y$ in its domain? In other words, imaging $mathcal{Y}$ finite for example, is $P(y|X=x, Yneq y)$ well defined?


  • What is the relation between $P(cdot| X=x, Yneq y)$ and $P(cdot| X=x)$? In other words, if we fix $P(cdot| X=x)$ does this mean that $P(cdot| X=x, Yneq y)$ is automatically determined? And viceversa?











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$endgroup$












  • $begingroup$
    First, $P(cdot | X=x)$ is not the probability distribution of $Y$ conditional on $X=x$ but the probability $P$ conditional on $X=x$. Second, you seem to be unaware that, in general, conditional distributions $P( mid X=x)$ have a rather precise definition. You might want to start with this...
    $endgroup$
    – Did
    Jan 19 at 19:56
















1












$begingroup$


I have a question on the following: take two random variables $Y,X$ with support $mathcal{Y}, mathcal{X}$ respectively.



Let $yin mathcal{Y}$, $xin mathcal{X}$.



Let $P(cdot | X=x)$ be the probability distribution of $Y$ conditional on $X=x$.



I have some doubts on the definition of the probability distribution of $Y$ conditional on $X=x$ and $Yneq y$, denoted by $P(cdot| X=x, Yneq y)$.




  • Does this probability have subsets of $mathcal{Y}$ containing $y$ in its domain? In other words, imaging $mathcal{Y}$ finite for example, is $P(y|X=x, Yneq y)$ well defined?


  • What is the relation between $P(cdot| X=x, Yneq y)$ and $P(cdot| X=x)$? In other words, if we fix $P(cdot| X=x)$ does this mean that $P(cdot| X=x, Yneq y)$ is automatically determined? And viceversa?











share|cite|improve this question











$endgroup$












  • $begingroup$
    First, $P(cdot | X=x)$ is not the probability distribution of $Y$ conditional on $X=x$ but the probability $P$ conditional on $X=x$. Second, you seem to be unaware that, in general, conditional distributions $P( mid X=x)$ have a rather precise definition. You might want to start with this...
    $endgroup$
    – Did
    Jan 19 at 19:56














1












1








1


2



$begingroup$


I have a question on the following: take two random variables $Y,X$ with support $mathcal{Y}, mathcal{X}$ respectively.



Let $yin mathcal{Y}$, $xin mathcal{X}$.



Let $P(cdot | X=x)$ be the probability distribution of $Y$ conditional on $X=x$.



I have some doubts on the definition of the probability distribution of $Y$ conditional on $X=x$ and $Yneq y$, denoted by $P(cdot| X=x, Yneq y)$.




  • Does this probability have subsets of $mathcal{Y}$ containing $y$ in its domain? In other words, imaging $mathcal{Y}$ finite for example, is $P(y|X=x, Yneq y)$ well defined?


  • What is the relation between $P(cdot| X=x, Yneq y)$ and $P(cdot| X=x)$? In other words, if we fix $P(cdot| X=x)$ does this mean that $P(cdot| X=x, Yneq y)$ is automatically determined? And viceversa?











share|cite|improve this question











$endgroup$




I have a question on the following: take two random variables $Y,X$ with support $mathcal{Y}, mathcal{X}$ respectively.



Let $yin mathcal{Y}$, $xin mathcal{X}$.



Let $P(cdot | X=x)$ be the probability distribution of $Y$ conditional on $X=x$.



I have some doubts on the definition of the probability distribution of $Y$ conditional on $X=x$ and $Yneq y$, denoted by $P(cdot| X=x, Yneq y)$.




  • Does this probability have subsets of $mathcal{Y}$ containing $y$ in its domain? In other words, imaging $mathcal{Y}$ finite for example, is $P(y|X=x, Yneq y)$ well defined?


  • What is the relation between $P(cdot| X=x, Yneq y)$ and $P(cdot| X=x)$? In other words, if we fix $P(cdot| X=x)$ does this mean that $P(cdot| X=x, Yneq y)$ is automatically determined? And viceversa?








probability-theory conditional-probability






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share|cite|improve this question













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edited Jan 19 at 19:57









Did

248k23224463




248k23224463










asked Jan 18 at 15:32









STFSTF

431422




431422












  • $begingroup$
    First, $P(cdot | X=x)$ is not the probability distribution of $Y$ conditional on $X=x$ but the probability $P$ conditional on $X=x$. Second, you seem to be unaware that, in general, conditional distributions $P( mid X=x)$ have a rather precise definition. You might want to start with this...
    $endgroup$
    – Did
    Jan 19 at 19:56


















  • $begingroup$
    First, $P(cdot | X=x)$ is not the probability distribution of $Y$ conditional on $X=x$ but the probability $P$ conditional on $X=x$. Second, you seem to be unaware that, in general, conditional distributions $P( mid X=x)$ have a rather precise definition. You might want to start with this...
    $endgroup$
    – Did
    Jan 19 at 19:56
















$begingroup$
First, $P(cdot | X=x)$ is not the probability distribution of $Y$ conditional on $X=x$ but the probability $P$ conditional on $X=x$. Second, you seem to be unaware that, in general, conditional distributions $P( mid X=x)$ have a rather precise definition. You might want to start with this...
$endgroup$
– Did
Jan 19 at 19:56




$begingroup$
First, $P(cdot | X=x)$ is not the probability distribution of $Y$ conditional on $X=x$ but the probability $P$ conditional on $X=x$. Second, you seem to be unaware that, in general, conditional distributions $P( mid X=x)$ have a rather precise definition. You might want to start with this...
$endgroup$
– Did
Jan 19 at 19:56










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