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Math Help - Conditional distribution and finding unconditional distribution

  1. #1
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    Conditional distribution and finding unconditional distribution

    Stuck on this one... feel like I should know it

    Y and Z are univariate r.v. such that

    Y|Z=z ~ N(a+z,sigma^2) , Z ~ N(0,lamda^2)

    Find the unconditional dist of Y

    Find the unconditional (joint) dist of Y1,... Yn following the above with Yi|Z=z ~ N(ai+z,sigma^2)
    Last edited by statstian; November 30th 2008 at 06:20 PM.
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  2. #2
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    Quote Originally Posted by statstian View Post
    Stuck on this one... feel like I should know it

    Y and Z are univariate r.v. such that

    Y|Z=z ~ N(a+z,sigma^2) , Z ~ N(0,lamda^2)

    Find the unconditional dist of Y

    Find the unconditional (joint) dist of Y1,... Yn following the above with Yi|Z=z ~ N(ai+z,sigma^2)
    Will the approach be similar to here: http://www.mathhelpforum.com/math-he...ease-help.html .... ?
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  3. #3
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    Yes that is the approach I took. But I got lost doing the intergral.

    All the variables and algebra had me thinking I made a mistake.

    Thanks
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