Pr(X>x) with a conditional distribution? (Law of Total Probability)

Pr(X>x) with a conditional distribution? (Law of Total Probability)

• A. P(X>x) equals the unconditional probability P(X>x).
• B. P(X>x) = ∫ P(X>x | Y=y) f_Y(y) dy
• C. P(X>x) = ∫ P(X>x | Y=y) dy
• D. P(X>x) cannot be expressed using Y.

Answer: (B)