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Feb 15, 2023 at 16:41 comment added Xiao Sorry, $Q$ can be obtained from $P$ by conditioning means that there exists a larger probability space $(\Omega^*, \mu)$ where the two measure can be "coupled" such that that $P$ is a marginal of $\mu$ and $Q$ is the conditional measure given by $\mu$ conditioning on certain event.
Feb 15, 2023 at 15:31 vote accept Xiao
Feb 15, 2023 at 15:26 answer added R W timeline score: 2
Feb 15, 2023 at 8:46 comment added Jochen Wengenroth Would you please explain what it means that $Q$ can be obtained from $P$ by conditioning?
Feb 15, 2023 at 8:28 history edited Daniele Tampieri CC BY-SA 4.0
Minor improvements
Feb 15, 2023 at 6:05 history asked Xiao CC BY-SA 4.0