A conditional distribution is the statistical distribution of a random variable given specified
information about another random variable or event. For jointly discrete random
variables 
and 
,
 |
when 
.
For jointly continuous random variables, the conditional
probability density function is 
wherever the denominator is positive.
The conditional distribution can depend on the observed value 
. The original marginal
distribution of 
is recovered by averaging these conditional distributions
over the distribution of 
.
