probability density function of dependent variables

daniellem

New Member
Hi,

I am currently trying to derive the joint probability density function for two random dependent variables each with a marginal distribution following an F22 distribution. Is there a way to derive the joint pdf for two dependent variables knowing their marginal distribution, even if its just in terms of their correlation?

I am also looking to derive the probability density function of their sum. As they are dependent the sum formula can not be used. Is there a way to find the distribution of the sum of two depedent variables knowing their marginal distribution?

Thanks so much for your help!!!

ssd

New Member
You have to find the conditional distbn of one given the other.
P(A&B)= P(A).P(B|A) =P(B)P(A|B).