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发帖数: 1001 | 1 【 以下文字转载自 Statistics 讨论区 】
发信人: onehouse (whitehouse), 信区: Statistics
标 题: 问一个概率问题
发信站: BBS 未名空间站 (Tue Jan 6 21:43:42 2009)
有三个变量x, y and z. both f(x,y) and f(y,z) are bivariate normal
distributions. x and z are independent. what is the probability P(x
z
Solution 1:
Given the conditions, f(x,y,z) is multivariate normal distribution with the
correlation of zero for x and z. Then P(x
_{\infty}^K2\int_{\infty}^K3 f(x,y,z)dxdydz
Solution 2:
P(x |
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