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| | Chapter 5 Continuous Joint Distributions (Site not responding. Last check: 2007-10-26) |
 | | We already studied the joint distribution of discrete random variables X and Y. For the joint distribution of a pair of continuous random variables X and Y, we are interested in P[(X,Y) is in some set B], where B is a subset of the plane. |
 | | Uniform distribution on region R in plane: (X,Y) has the uniform distribution on R if P[(X,Y) is in C] = Area (C)/Area(R) The simplest example to consider is independent uniformly distributed random variables X and Y. Suppose X and Y are uniform on (0,a) and (0,b) respectively. |
 | | This means that the joint distribution of independent uniformly distributed random variables X and Y is uniform on the on the rectangle (0,a) X (0,b). |
| www.saintjoe.edu /~karend/m241/m241-5.html (873 words) |
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