My Math Forum  

Go Back   My Math Forum > College Math Forum > Advanced Statistics

Advanced Statistics Advanced Probability and Statistics Math Forum

LinkBack Thread Tools Display Modes
February 26th, 2015, 04:19 PM   #1
Joined: Feb 2015
From: Atlanta

Posts: 1
Thanks: 0

Question Joint Probability Density Function of a Sample of A Normal Distribution

Here is the question: Suppose that a random variable is normally distributed with mean μ and variance σ^2 , and we draw a random sample of five observations from this distribution. What is the joint probability density function of the sample?
IndependentThinker is offline  
February 27th, 2015, 03:01 PM   #2
Global Moderator
Joined: May 2007

Posts: 6,854
Thanks: 744

If the samples are independent, then the joint density is the product of five normal densities.
mathman is offline  

  My Math Forum > College Math Forum > Advanced Statistics

density, densityfunction, distribution, function, joint, joint probability, normal, probability, sample

Thread Tools
Display Modes

Similar Threads
Thread Thread Starter Forum Replies Last Post
Hard time with joint probablity density function kvokoepovke Probability and Statistics 1 July 21st, 2014 01:55 PM
How to form Joint Probability Density from two Gaussian Distributions? Giri Advanced Statistics 0 June 30th, 2014 04:04 PM
Joint probability density function Idiot Advanced Statistics 3 October 5th, 2012 04:11 AM
Joint probability density function, probability token22 Advanced Statistics 2 April 26th, 2012 04:28 PM
Joint Probability Distribution question xdeathcorex Probability and Statistics 0 April 22nd, 2011 08:55 AM

Copyright © 2019 My Math Forum. All rights reserved.