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Quant版 - [合集] a question on joint density function
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MarchRabbit (multivariate) 于 (Thu Jan 25 12:23:47 2007) 提到:
(1) two random numbers x1 x2 uniformly distributed on [0,1]
with the condition x1 < x2. what is the joint pdf f(x1,x2)
what is the marginal distribution for x1 and x2?
(2) let x =min(x1, x2) y = max(x1,x2) what is the joint pdf
g(x,y) Are x,y independent?
Thanks
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thinkme (thinkme) 于 (Thu Jan 25 13:51:42 2007) 提到:

f(x1,x2)=2 for x1 M
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