On Fri, Oct 16, 2009 at 9:37 PM, Peng Yu <pengyu...@gmail.com> wrote: > What's the title?
Introduction to Probability. > > On Fri, Oct 16, 2009 at 8:16 PM, Yi Du <abraham...@gmail.com> wrote: >> Hogg's book is enough for you considering your problems. >> >> Yi >> >> On Fri, Oct 16, 2009 at 7:12 PM, Peng Yu <pengyu...@gmail.com> wrote: >>> >>> I need to refresh my memory on Probability Theory, especially on >>> conditional probability. In particular, I want to solve the following >>> two problems. Can somebody point me some good books on Probability >>> Theory? Thank you! >>> >>> 1. Z=X+Y, where X and Y are independent random variables and their >>> distributions are known. >>> Now, I want to compute E(X | Z = z). >>> >>> 2.Suppose that I have $I \times J$ random number in I by J cells. For >>> the random number in the cell on the i'th row and the j's column, it >>> follows Poisson distribution with the parameter $\mu_{ij}$. >>> I want to compute P(n_{i1},n_{i2},...,n_{iJ} | \sum_{j=1}^J n_{ij}), >>> which the probability distribution in a row conditioned on the row >>> sum. >>> Some book directly states that the conditional distribution is a >>> multinomial distribution with parameters (p_{i1},p_{i2},...,p_{iJ}), >>> where p_{ij} = \mu_{ij}/\sum_{j=1}^J \mu_{ij}. But I'm not sure how to >>> derive it. >>> >>> ______________________________________________ >>> R-help@r-project.org mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide >>> http://www.R-project.org/posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >> >> >> >> -- >> Yi Du >> > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Ista Zahn Graduate student University of Rochester Department of Clinical and Social Psychology http://yourpsyche.org ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.