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Thread: Minimum CDF of non-independent random variables

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    Minimum CDF of non-independent random variables




    How can I find the CDF for F_{X,Y}={x,x} if X,Y are not-independent. In other words, what will be Pr{min(X,Y)<x} if X,Y are not-independent?

    If I already know the individual CDF of both X and Y, i.e. F_{X}(x) and F_{Y}(x), can they be useful to compute the Pr{min(X,Y)<x}, where X,Y are not-independent variables?

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    Re: Minimum CDF of non-independent random variables


    Do you have the joint pmf/cdf for X and Y?
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