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Math Help - Probability Density Function

  1. #1
    Len
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    Probability Density Function

    Consider the joint cumulative distribution function H(x,y) where

    H(x,y) = F(x)G(y){1+\frac{1}{2}[1-F(x)][1-G(y)]}

    and F(x) and G(y) are both cumulative distribution function of an exponential distribution with a mean value of 1. Determine a joint probability density function of X and Y.

    Not sure how to approach or do this. Thanks for the help.
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  2. #2
    Flow Master
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    Quote Originally Posted by Len View Post
    Consider the joint cumulative distribution function H(x,y) where

    H(x,y) = F(x)G(y){1+\frac{1}{2}[1-F(x)][1-G(y)]}

    and F(x) and G(y) are both cumulative distribution function of an exponential distribution with a mean value of 1. Determine a joint probability density function of X and Y.

    Not sure how to approach or do this. Thanks for the help.
    h(x, y) = \frac{\partial^2 H(x, y)}{\partial x \partial y}.
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