KJB
kjb::Normal_on_normal_dependence Class Reference

Represents the dependence between X and Y in p(x | y), where (x,y) is a bivariate normal. More...

`#include <prob_conditional_distribution.h>`

## Public Member Functions

Normal_on_normal_dependence (const Normal_distribution &PX, const Normal_distribution &PY, double covariance_XY)
Specify this conditional distributon by specifying the marginals and the covariance. More...

Normal_on_normal_dependence (double conditional_std_dev)
Specify this conditional distributon by specifying the conditional variance, meaning the mean will simply the given value y. This a common thing to do in our lab. More...

Normal_on_normal_dependence (const Normal_on_normal_dependence &nond)

Normal_on_normal_dependenceoperator= (const Normal_on_normal_dependence &nond)

Normal_distribution operator() (double y) const

## Detailed Description

Represents the dependence between X and Y in p(x | y), where (x,y) is a bivariate normal.

We need five parameters to determine a bivariate normal: three elements of the covariance matrix of the joint (var_X, var_Y, * and cov_XY) and the two means (mean_X, mean_Y). From these parameters, we can determine p(x | y) for any value of y.

Additionally, one can provide the conditional variance directly, which means one wants the mean to be simply y.

## Constructor & Destructor Documentation

 kjb::Normal_on_normal_dependence::Normal_on_normal_dependence ( const Normal_distribution & PX, const Normal_distribution & PY, double covariance_XY )
inline

Specify this conditional distributon by specifying the marginals and the covariance.

 kjb::Normal_on_normal_dependence::Normal_on_normal_dependence ( double conditional_std_dev )
inline

Specify this conditional distributon by specifying the conditional variance, meaning the mean will simply the given value y. This a common thing to do in our lab.

 kjb::Normal_on_normal_dependence::Normal_on_normal_dependence ( const Normal_on_normal_dependence & nond )
inline

## Member Function Documentation

 Normal_distribution kjb::Normal_on_normal_dependence::operator() ( double y ) const
inline
 Normal_on_normal_dependence& kjb::Normal_on_normal_dependence::operator= ( const Normal_on_normal_dependence & nond )
inline

The documentation for this class was generated from the following file: