My Math Forum Joint distribution of gammas

 April 5th, 2017, 01:32 PM #1 Newbie   Joined: Nov 2013 Posts: 29 Thanks: 1 Joint distribution of gammas I'm trying to find the joint distribution of two independent identical gammas, say X~gamma(a,b) and Y~gamma(a,b). Is there any quick way to find it? Since they're independent? I know the joint will be the product of the marginals. Will the marginals just be the pdf of X and Y? If I'm not being clear, im asking if I can just multiply two gammas?
April 5th, 2017, 02:11 PM   #2
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Quote:
 Originally Posted by Gamegeck If I'm not being clear, im asking if I can just multiply two gammas?
$\text{independence} \Rightarrow \text{joint distribution is the product of the marginals}$

so yes, just multiply the two gamma distributions

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