My Math Forum Find Joint PDF of two Random Variables

 October 30th, 2017, 01:44 PM #1 Senior Member   Joined: Oct 2015 From: Antarctica Posts: 128 Thanks: 0 Find Joint PDF of two Random Variables Suppose I know the distributions of two continuous random variables X and Y. Suppose the probability density functions are f(x) and f(y), respectively. Suppose it is known that X and Y are NOT independent. What is the process for finding the joint pdf, f(x, y)? Is there such a general process? Or must more information be known?
 October 30th, 2017, 03:33 PM #2 Senior Member     Joined: Sep 2015 From: USA Posts: 2,197 Thanks: 1152 You need a conditional distribution or at least a parameter that lets you construct it, or a problem description that lets you derive it. For two normal variates that parameter is the correlation coefficient.
 October 30th, 2017, 06:31 PM #3 Senior Member   Joined: Oct 2015 From: Antarctica Posts: 128 Thanks: 0 So suppose they WERE independent. Would the joint pdf simply the the product of their respective pdfs?
October 30th, 2017, 07:06 PM   #4
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Quote:
 Originally Posted by John Travolski So suppose they WERE independent. Would the joint pdf simply the the product of their respective pdfs?
yep

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