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How to get the pdf of a joint distribution from its kernel?
How could you obtain the pdf of a joint distribution from a multivariate kernel?
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How to write a joint kernel density of two random variables with known individual densities?
Consider two random variables $X$ and $Y$ with densities
$${f}_1(x) = \frac{1}{n_1h_1} \sum\limits_{i=1}^{n_1}K\left(\frac{x-u_i}{h_1}\right) ~~~~\text{and} ~~~~ {f}_2(y) = \frac{1}{n_2h_2} \sum\...
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