How does one write the joint cumulative distribution

as a combination of marginal distributions?

Printable View

- Jun 7th 2008, 06:17 AMpeterpanJoint cumulative distribution
How does one write the joint cumulative distribution

as a combination of marginal distributions? - Jun 7th 2008, 06:24 AMMoo
Hello,

Have a look here : Marginal distribution - Wikipedia, the free encyclopedia ?

I think this would lead to :

(assuming that and are discrete random variables ; for continuous ones, see the link, the part with the integrals) - Jun 7th 2008, 06:35 AMpeterpan
Thanks Moo.

In this case I am actually considering continuous random variables which are independent, identically distributed. - Jun 7th 2008, 06:39 AMMoo
- Jun 7th 2008, 07:06 AMpeterpan
Thats what I initially thought too, but wasnt sure. Thanks for the clarification!

- Jun 7th 2008, 08:47 AMpeterpan
Is it also fair to say that

this would then mean that

- Jun 7th 2008, 09:03 AMMoo
- Jun 7th 2008, 10:00 AMpeterpan
Hey Moo (Hi)

Im starting to get it...

Really what im trying to do here is define a joint distribution .

I am trying to do this using the result:

and the fact that I know the marginal distributions:

Still a little unclear on how this works.

Thanks

Peter (Cool)