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 September 7th, 2011, 08:42 AM #1 Newbie   Joined: Sep 2009 Posts: 28 Thanks: 0 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. September 11th, 2011, 05:57 AM   #2
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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

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