o******e
发帖数: 1001 | 1 假定X,Y是独立的标准正态分布,问f(x+y,y)的联合分布? | l******n
发帖数: 9344 | 2 Z=X+Y
Z-Y=X ind of Y
f(z,y)=f(z-y,y)
【在 o******e 的大作中提到】
: 假定X,Y是独立的标准正态分布,问f(x+y,y)的联合分布?
| o******e
发帖数: 1001 | 3 it means f(Z,Y)=f(X,Y)?
【在 l******n 的大作中提到】
: Z=X+Y
: Z-Y=X ind of Y
: f(z,y)=f(z-y,y)
| l******n
发帖数: 9344 | 4 no
use z-y to replace x in the f(x,y) which is joint dist of X,Y
【在 o******e 的大作中提到】
: it means f(Z,Y)=f(X,Y)?
| o******e
发帖数: 1001 | 5 Can you please show me in details? I can not get it.
【在 l******n 的大作中提到】
: no
: use z-y to replace x in the f(x,y) which is joint dist of X,Y
| l******n
发帖数: 9344 | 6 你这个根你前面重积分不是一个问题吗?
【在 o******e 的大作中提到】
: Can you please show me in details? I can not get it.
| m****y
发帖数: 74 | 7 they are jointly gaussian. try to find its mean vector and covariance matrix
, then done. |
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