I think you merely need to show
1. It is a non-negative function
2. It integrates up to 1
Where do I begin?? The course I'm taking is focusing heavily on proofs like this, and I'm studying it at a distance so my opportunity to ask questions are very limited. I've ordered a book dealing with how to read and do mathematical proofs in general, but I would love to get some input from someone specifically on proofs relating to probability such as these (and if there are other resources).
Thanks
I think you merely need to show
1. It is a non-negative function
2. It integrates up to 1
How do I go about showing that? I understand the idea of integrating to get the probability mass under the curve and that it has to = 1 as x goes from -infinity to infinity, but how do I prove that this does that?
I'm just not sure where to start...
Thanks!
By definition you relate it to joint density function and then you can integrate it out.
Tweet |