
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
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: 6,730 Thanks: 689 
If the samples are independent, then the joint density is the product of five normal densities.


Tags 
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 12:55 PM 
How to form Joint Probability Density from two Gaussian Distributions?  Giri  Advanced Statistics  0  June 30th, 2014 03:04 PM 
Joint probability density function  Idiot  Advanced Statistics  3  October 5th, 2012 03:11 AM 
Joint probability density function, probability  token22  Advanced Statistics  2  April 26th, 2012 03:28 PM 
Joint Probability Distribution question  xdeathcorex  Probability and Statistics  0  April 22nd, 2011 07:55 AM 