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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: