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January 1st, 2010, 09:28 AM   #1
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Random Vector with components interdependences.

Hi all,

Supposing that we have a random vector [color=#008000]X=(X1, X2,..., Xn)[/color], with specific relations/interdependences between its different components.
For example : [color=#008000]X3= f(X5, X2, X4)[/color] and/or [color=#008000]X6=g(X7, X12)[/color] and so on ...

What is the best mathematical tool to model and analyse this situation ?

Thanks a lot.
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January 1st, 2010, 12:57 PM   #2
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Re: Random Vector with components interdependences.

Quote:
Originally Posted by rmas
Hi all,

Supposing that we have a random vector [color=#008000]X=(X1, X2,..., Xn)[/color], with specific relations/interdependences between its different components.
For example : [color=#008000]X3= f(X5, X2, X4)[/color] and/or [color=#008000]X6=g(X7, X12)[/color] and so on ...

What is the best mathematical tool to model and analyse this situation ?

Thanks a lot.
Your question (to me) is too vague. Specifically what kind of answers are you trying to get out of the model you are looking for?
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