| Thread Closed |
Joint/Conditional distribution |
Share Thread | Thread Tools |
| Nov8-06, 11:20 AM | #1 |
|
|
Joint/Conditional distribution
I'm having a problem evaluating a distribution-
Suppose X and Y are Chi-square random variables, and a is some constant greater than 0. X and Y are independent, but not identically distributed (they have different DOFs). I want to find P(X>a,X-Y>0). So I use Bayes' theorem to write P(X>a,X-Y>0) =P(X>a | X-Y > 0)*P(X-Y>0) =P(X>a| X>Y)*P(X>Y) Now I have an expression for P(X>a) and P(X>Y), but I am at a loss as to how to evaluate the conditional distribution P(X>a| X>Y). I figured out that if Y was a constant (rather than a random variable), then I could write P(X>a| X>Y) = { 1 if Y>a { P(X>a)/P(X>Y) if Y<a But this does not help evalaute the distribution because I requires knowledge of the value of random variable Y. I also tried to write P(X>a,X-Y>0) =P(X-Y > 0|X>a)*P(X>a) =P(X>Y| X>a)*P(X>a) So to evaluate P(X>Y| X>a) I write P(X>Y| X>a) = int(a...inf (int(0...x f_XY)) dYdX But this gives some ugly expression which I cannot relate to simply P(X>Y) or P(X>a) Any help will be much appreciated. |
| Thread Closed |
| Thread Tools | |
Similar Threads for: Joint/Conditional distribution
|
||||
| Thread | Forum | Replies | ||
| The difference btwn marginal distribution and conditional distribution ??? | Precalculus Mathematics Homework | 2 | ||
| Joint Distribution (easy qn) | Precalculus Mathematics Homework | 4 | ||
| Joint and conditional distributions | Set Theory, Logic, Probability, Statistics | 3 | ||
| Joint Distribution of Changing Mean | Set Theory, Logic, Probability, Statistics | 6 | ||
| Joint Distribution Question | Set Theory, Logic, Probability, Statistics | 3 | ||