Re: a newbie question on joint pdf


Jerry Dallal wrote:
Reef Fish wrote:
Jerry Dallal wrote:
Reef Fish wrote:
Jerry Dallal wrote:
ouyang.jie@xxxxxxxxx wrote:
Is it possible to calculate or estimate the joint pdf of two random
variables given the marginal pdfs of them. No dependentness constraint
is assumed. Thx in advance.
Not uniquely, that is, the marginal distributions do not determine the
joint distribution.
And I was being sarcastic on Eric Bohlman's "Nope" for "No" as

RF> You could have said it 50% more concisely! :-)

What do you mean "Not uniquely" -- if I said a bivariate distribution
has two (known) normal marginals, can you say ANYTHING more
than what was given, about that bivariate distribution?

The answer is simply, "NO".

-- Bob.

Actually, I can say a lot about the bivariate distribution. It's not a
collection of atoms... It's not uniform over the unit square...

Non sequitur.

To say what it's NOT is not exactly an intelligent response to
the question asked by the OP.

-- Bob.


I think our intent is the same. Your "NO" is a shorthand for,

"Nope" :-)

"You
can't say anything beyond the obvious, that is, that it be consistent
with those marginals." My "Not uniquely" is shorthand for, "There are
many bivariate distribution with those marginals."

You and I and everyone else knows that you were saying the same
thing as what Eric Bohlman said at 12:04 pm, which I shortened to
"No" at 12:54 pm.

What puzzled me was why you came in at 5:26 pm to declare
"Not uniquely" as if some of us might have missed something
profound that you had in mind.

Verbosity is not necessarily the vehicle to clarity. Sometimes,
as in this instance, "LESS is MORE".

-- Bob.

.

Relevant Pages

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  • Re: a newbie question on joint pdf
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