Let X be a random vector that is split into three parts,
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Let X be a random vector that is split into three parts, X = (Y, Z, W). Suppose that X has a continuous joint distributi
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Let X be a random vector that is split into three parts, X = (Y, Z, W). Suppose that X has a continuous joint distribution with p.d.f. f ( y, z, w). Let g1( y, z|w) be the conditional p.d.f. of (Y, Z) given W = w, and let g2( y|w) be the conditional p.d.f. of Y given W = w. Prove that g2( y|w) = g1( y, z|w) dz.
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