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Thread Subject:
Help with this probability expression

Subject: Help with this probability expression

From: anja.ende@googlemail.com

Date: 17 Mar, 2012 12:46:32

Message: 1 of 1

Hi everyone,

So, I have this conditional distribution given by P(R>r | F), which is
basically the survival function for R conditioned on another variable
F.

Now, this can be written as int_{r}{inf} (P(r, f) / P(f)). Or the
joint distribution of R and F normalized by the marginal distribution
of F.

My question is very simple. If I compute this integral numerically, I
could loop from r to the last bin of my joint histogram and basically
cumulatively sum P(r, f) / P(f). Is it usual to then divide this
cumulative sum by (last_bin - r) to normalize it somehow...?

Thanks,

Anja

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