Hi I don't believe it is posible to get a good estimate of Y as you know nothing about it. Knowing that X is correlated with Y doesn't help much except if you know HOW they are correlated!
I'm relatively new in this field, so please correct me if I'm wrong! Thomas "Alan Miller" <[EMAIL PROTECTED]> wrote in message q9ui9.25102$[EMAIL PROTECTED]">news:q9ui9.25102$[EMAIL PROTECTED]... > "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/ . =================================================================
