All Questions
Tagged with marginal-distribution correlation
7 questions
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2
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When are S and T uncorrelated based on the marginal distributions of X and Y? With S = X - Y and T = X + Y
Given two random variables $X$ and $Y$, with $S = X - Y$ and $T = X + Y$.
Under what constraint on the marginal distributions of $X$ and $Y$ are $S$ and $T$ uncorrelated.
I know that $S$ and $T$ are ...
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1
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41
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Obtain $P(A,B,C)$ from $P(A,B)$ and $P(B,C)$ if $A$ and $C$ are independent
If I am given the data of the marginals $P(A,B)$ and $P(B,C)$ together with the promise that $A$ and $C$ are independent, i.e. $P(A,C)=P(A)P(C)$, then, is there a way to deduce the full distribution $...
- 68
1
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Given the following joint density function; find the expectation of $h(x,y)=2x+5y$
Let $f(x,y) = c(2x+y)$ ; $0<x<2$; and $0<y<3$ and $0$ otherwise
Calculate:
$(i)$ Value of $c$
$(ii)$ Obtain Marginal PDF's of both $X$ and $Y$
$(iii)$ find the expectation of $h(x,y)=2x+5y$...
- 652
1
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1
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229
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Impact of copula choice on quantiles (sum of random variables)
I am trying to get my head around the impact of different dependence structures (copulas) on the risk (quantiles) of a sum of dependent random variables (with arbitrary marginals).
In a multivariate ...
- 13
1
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0
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Three markov tree to represent the dependence mixture
I am having the following problem:
Consider variables $X_1, X_2, X_3$ with joint normal distribution with standard normal margins
which are equicorrelated (all correlations are equal to$\rho \in (0,1)...
- 107
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1
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27
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Marginal Density Correlation
I was given a function $f(x,y)=1120x^{3}y^{3}$ for $0\leq x, 0\leq y, $ and $ x+y \leq 1$
I went ahead and calculated the marginal PDF's for X and Y
$f_{X}(x) = \int_{-\infty}^{\infty} f_{x,y}(x,y)$...
- 17
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1
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220
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Can we find the Joint Distribution of a random vector when we know the marginals of each random variable and the correlation matrix? [closed]
I am a research scholar in electrical engineering (power systems). I am working on probabilistic approaches for power system analysis and I am relatively new to this area. I am able to understand how ...
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