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9. Conditioning on an event; Multiple continuous r.v.'s

Green PDF is the form of a conditional PDF

Total area under green curve is 1. Here Conditional probability of event X occuring in a conditional universe where A occurred is 0, since event A and x are disjoint (x lies outside A)

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Case when x lies outside A

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Case when x lies inside A Sums become integrals, and PMFs are replaced by PDFs