Теория вероятностей. Барышева В.К - 99 стр.

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P (X = x
i
| Y = y
j
) =
P (X = x
i
, Y = y
j
)
P (Y = y
j
)
=
p
ij
p
j
p
ij
= p
j
· p
i
P (y | X = x
i
) =
p
ji
p
i
=
p
j
· p
i
p
i
= p
j
P (x | Y = y
j
) =
p
ji
p
j
=
p
j
· p
i
p
j
= p
i
F (y | X = x
i
) = P (Y < y | X = x
i
) =
P (Y < y, X = x
i
)
P (X = x
i
)
F (x | Y = y
j
) = P (X < x | Y = y
j
) =
P (X < x, Y = y
j
)
P (Y = y
j
)
P (X =
x) = F (
x) F (
x) = 0,
P (Y < y, x 6 X 6 X+ M x)
P (x 6 X < x+ M x)
.