if you don't want to make to many assumptions then you can try
nonparametric estimation (estimate f(X,Y,Z) and f(X,Y) by kernel methods).
Check out books on nonparametric methods ("Nonparametric Econometrics" by
Pagan, for example, or a book by Silverman(?)).
On 24 Feb 2002, Chia C Chong wrote:
> Helloo..
>
> I have 1000 samples 3 RVs (say X, Y and Z) drawn from a series of
> experiments. My intention is to find the PDF of Z condition on X and Y
> i.e. f(Z|X,Y). I am not sure what is the proper way of doing it
> practically!!. Any suggestions??
>
> Thanks in advacnce
>
> Regards,
> CCC
>
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