"Helen" <[EMAIL PROTECTED]> wrote in message news:amdk8r$9j8$[EMAIL PROTECTED]... > Hi there > > I have two random vector X (X1,X2,...,Xn) and Y (Y1,Y2,...,Yn) > I know there are correlated, now I have already known pdf of X, > what kind of ways could I get the pdf of Y? > And to access this aim, what kind of other information( maybe > covariance matrix etc.) should I know? > I am now building a model for my research, so I wanna get some clue > about that. > > Thanks a lot! > >
For fairly narrow bands of X-values, I would like to look at histograms of the corresponding Y-values. You may find that, say, the means and std. deviations both increase roughly linearly with the mean of the X-values. You may find that the shape of the histogram may look roughly the same for each group, but just moved. The most comprehensive book I know on bivariate distributions is: Hutchinson, T.P. and Lai, C.D. (1991) `The Engineering Statistician's Guide to Continuous Bivariate Distributions', published by Rumsby Scientific Publishing. ISBN 0 646 02413 2 Chapter 15 `How to understand bivariate data' attempts to answer questions such as yours. The book is highly mathematical, and much of it is devoted to cataloging a large number of bivariate distributions. Cheers -- Alan Miller http://users.bigpond.net.au/amiller Retired Statistician . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
