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Mathematical theory of statistics, concerned with formal definitions and general results.

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How do I find the PDF from a multidimensional CDF with indicator functions?

When in doubt, deal with indicator functions (and other awkward creatures like absolute values) by breaking the problem into cases. Here we have $$F(x_1,x_2) = \begin{cases} (kx_1^2)(kx_2^2) & \text{ …
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