conditionally-independent-joint-distribution

05-20-2022 || 15:51
Tags: #probability

conditionally-independent-joint-distribution

For a conditionally independent joint distribution, there are some variables which are dependent on each other and on the other hand, there are some variables which are independent. You can say it a partial dependency/indepedency.

As an example, if there are 3 random variables (x1,x2,x3) and x1, x2 are independent and x3 depends on x1 then the joint probability equation will be,

p(x1,x2,x3)=p(x1)p(x2)p(x3|x1)

if they can take, 2, 3, 4 variables respectively, then,

For p(x1), there are 2 parameters,
for p(x2), there are 3 parameters,
and for p(x3|x1) there are 2 * 4 parameters

In total there will be 2 + 3 + 2 * 4 = 13 parameters.


References