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February 26th, 2015, 03:19 PM  #1 
Newbie Joined: Feb 2015 From: Atlanta Posts: 1 Thanks: 0  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?

February 27th, 2015, 02:01 PM  #2 
Global Moderator Joined: May 2007 Posts: 6,786 Thanks: 708 
If the samples are independent, then the joint density is the product of five normal densities.


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