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Constructing a joint distribution from pairwise bivariate marginal distributions?
It's fairly well-known that given univariate distribution functions $F_X, F_Y, F_Z$, one can construct the joint distribution $F_{(X, Y, Z)}(x, y, z) = C(F_{X}(x), F_{Y}(y), F_{Z}(z))$, where $C$ is ...
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3
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1
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Finding the joint CDF using the joint PDF; why can't I do this?
Find the joint CDF of the independent random variables $X$ and $Y$, where
$f_X(x)=x/2, 0\le x \le 2, $ and
$f_Y(y)=2y, 0 \le y \le 1$.
To do this, we can find the CDF separately for each of the ...
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