QUOTE(LightningFist @ Oct 1 2013, 01:01 PM)
If X1, X2, X3, ... , Xn are independent and identically distributed random variables,
Is the conditional distribution f(X1 + X2 + X3 + ... + Xn | X1) = X1 + f(X2 + X3 + ... + Xn) ?
Thanks!
hahaha. Boris's assignment.Is the conditional distribution f(X1 + X2 + X3 + ... + Xn | X1) = X1 + f(X2 + X3 + ... + Xn) ?
Thanks!
hint: apply convolution to get the marginal distribution of X1.
since X1 and Sn = X1+...+Xn, is not independent.