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rmas September 7th, 2011 08:42 AM

Joint probability for an infinite number of random variables
 
Hi,

I have the following question :
How do we estimate the joint probability when ?

Thanks a lot.

Math Dreamer September 11th, 2011 05:57 AM

Re: Joint probability for an infinite number of random varia
 
Quote:

Originally Posted by rmas
Hi,

I have the following question :
How do we estimate the joint probability when ?

Thanks a lot.

Let each random variable be where and is sample space.

The product set where is a joint distribution.

is a set of number of -tuples.

The probability with respect to each random variable is

The probability =


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