density of integral(RV(t)~f(t), 0..T, dt)

2000-04-19 Thread Thomas Peter Burg
Does anyone know if there's an answer to the following problem: I'm given a function of time Y(t), with the property that all values of Y are random variables which are drawn from a time dependent distribution with known time dependent density f(t). I.e. the probability that Y(t)x is

density of integral(RV(t)~f(t), 0..T, dt)

2000-04-19 Thread Jon Cryer
16:46:32 +0200 From: Thomas Peter Burg [EMAIL PROTECTED] Organization: University of Illinois at Urbana-Champaign Reply-To: [EMAIL PROTECTED] Subject: density of integral(RV(t)~f(t), 0..T, dt) Sender: [EMAIL PROTECTED] Precedence: bulk Does anyone know if there's an answer to the following problem

Re: density of integral(RV(t)~f(t), 0..T, dt)

2000-04-19 Thread Herman Rubin
In article [EMAIL PROTECTED], Thomas Peter Burg [EMAIL PROTECTED] wrote: Does anyone know if there's an answer to the following problem: I'm given a function of time Y(t), with the property that all values of Y are random variables which are drawn from a time dependent distribution with known