Re: Dependent, Indentically Distributed Random Variables

zathraszathras@xxxxxxxxx wrote:

Suppose I know that 2 random variables X and Y have identical
distribution function f, and they are correlated with correlation
coefficient r. Do I have enough information to determine the joint
probability function? If not, what additional information would be
sufficient?


Cetainly not. The first and second moments of a general distribution does not determine the entire distribution. If you know X and Y are jointly normal, then this information is enough.

Later, zathraszathras@xxxxxxxxx wrote:

Alternatively, instead of the correlation coefficient, is a 2-point
correlation function sufficient to give the joint distribution
function?


What is a "2-point correlation function"?


--
Stephen J. Herschkorn sjherschko@xxxxxxxxxxxx
Math Tutor on the Internet and in Central New Jersey and Manhattan

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