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February 26th, 2015, 03:19 PM   #1
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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?
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February 27th, 2015, 02:01 PM   #2
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If the samples are independent, then the joint density is the product of five normal densities.
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