Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with bivariate
Search options answers only
not deleted
user 24905
Concerning two random variables
6
votes
Accepted
CDF for uncorrelated bivariate normal
If $X \sim N(0, \sigma_1^2)$ and $Y \sim N(0, \sigma_2^2)$ are independent random variables, then the joint pdf of $(X,Y)$ is say $f(x,y)$:
Given $Z = \sqrt{X^2 + Y^2}$, you seek $\text{Var}(Z)$:
…
- 8,001
2
votes
Accepted
Constructing a bivariate distribution from two gamma-distributed random variables with nonli...
OP wrote: I've got 2 gamma-distributed random variables (X,Y) with ... say $Y=\sqrt{X}$.
Your question is internally inconsistent. In particular, if $X$~Gamma$(a,b)$ with pdf $f(x)$, say:
$$f(x) …
- 8,001
6
votes
Accepted
An example of a bivariate pdf, where marginals are triangular distributions
Then, define a copula function, which is a function of the two cdf's $F$ and $G$ that creates a bivariate joint distribution function (cdf) from $F$ and $G$, such that the marginal pdf's of $X$ and $Y$ … Here, I use a Morgenstern copula with parameter $\alpha$ that induces correlation (there are many many other Copula functions available):
Let $h(x,y)$ denote the bivariate Triangular joint pdf obtained …
- 8,001
1
vote
Variance of marginals of truncated bivariate normal distribution
It depends what one means by simple ...
Given $\mu = (0,0)$, $\quad \Sigma =\left(
\begin{array}{cc}
\sigma _1^2 & \rho \sigma _1 \sigma _2 \\
\rho \sigma _1 \sigma _2 & \sigma _2^2 \\
\end{arr …
- 8,001