- #1
Hejdun
- 25
- 0
Hi!
I would be really happy to receive some help. I have tried using Jacobians and so on, but
I am stuck.
I'll start with the univariate case. Let X ~ N(μ,σ) and Y = exp(X)/(1+exp(X)). What is the joint f(x,y)? According to intuition fy|x = 1, but since we are dealing with continuous distributions I am not sure.
The bivariate case is an extension. Let X1, X2 be bivariate normal and
Y = exp(γ1*X1 + γ2*X2)/(1 + exp(γ1*X1 + γ2*X2) ), where the gammas are just
constants. Now I am looking for f(x1,x2,y). Any suggestions of how to proceed at least?
/H
I would be really happy to receive some help. I have tried using Jacobians and so on, but
I am stuck.
I'll start with the univariate case. Let X ~ N(μ,σ) and Y = exp(X)/(1+exp(X)). What is the joint f(x,y)? According to intuition fy|x = 1, but since we are dealing with continuous distributions I am not sure.
The bivariate case is an extension. Let X1, X2 be bivariate normal and
Y = exp(γ1*X1 + γ2*X2)/(1 + exp(γ1*X1 + γ2*X2) ), where the gammas are just
constants. Now I am looking for f(x1,x2,y). Any suggestions of how to proceed at least?
/H