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 
.
