Hello,
I am trying to work out the expression for a probability distribution (related to bioinformatics), and am having trouble combining the information about a random variable from two different sources. Essentially, here is the scenario: There are 3 discrete random variables X, A & B. X depends on A and B. A and B are related only through X, i.e. A and B are independent given X. Now, I have derived the expressions for: P(X, A) and P(X, B). I need to calculate P(X, A, B) - this is not a straightforward application of the chain rule.
I can derive P(X | A) from the first expression since P(A) is available. B is never observed independently of A, P(B) is not readily available - at best I can approximate it by marginalizing over A, but the expression P(A, B) does not have a closed form so the integration is tricky.
Any thoughts on how P(X, A, B) can be derived, without discarding information? Many thanks in advance.
Amit