And for densi4es the condi4onal density the condi4onal

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Joint probability distribu4on func4on –  P(X less or equal to x, Y less or equal to y) = F(x,y) •  Marginal probabili4es: –  P(y) = sum over x, p(x,y) Mul4ple integrals Mul4ple Integrals Joint con4nuous random variables •  Joint density func4on –  P((X,Y) in A) is the •  double Integral •  over the region A •  of f(x,y)dxdy •  Joint Distribu4on func4on –  Same as for discrete random variables. All this can be extended to more than two random variables p(x,y,z) f(x,y,z) F(x,y,z) Et cetera. Condi4onal Distribu4on •  Jointly distributed variables X and Y •  Marginal distribu4on of Y: how does...
View Full Document

Ask a homework question - tutors are online