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Math Help - Joint PGF of two non-independent random variables.

  1. #1
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    Joint PGF of two non-independent random variables.

    Working through a question, I've obtained the following:

    G_{u}(z) = \frac{1}{2}(1+z^2)

    G_{v}(z) = \frac{\frac{5}{2}(1+z)}{7-2z}

    I'm now asked to obtain the joint PGF of U and V. These two random variables are not independent; how would I go about finding the joint PGF in this case?
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  2. #2
    MHF Contributor matheagle's Avatar
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    you cannot obtain joint dsitributions from marginals without knowing at least one conditional distribution or independence.
    That's the study of copulas.
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