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Science Forum Index » Statistics - Math Forum » Sum of two dependent random variables...
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| Akhil... |
 Posted: Fri Jun 27, 2008 11:43 pm |
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Guest
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Hi,
Is there any known literature on the PDF of the sum of two dependent
random variables ?
TIA |
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| Herman Rubin... |
| Posted: Sun Jun 29, 2008 7:25 am |
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Guest
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In article <fbe04db7-1886-4a89-be23-5c873f248d05 at (no spam) w1g2000prd.googlegroups.com>,
Akhil <lodhaakhil85 at (no spam) gmail.com> wrote:
Quote: Hi,
Is there any known literature on the PDF of the sum of two dependent
random variables ?
There is little one can say without knowing the kind of dependence.
The mean of the sum is the sum of the means, and statements can be
made restricting the range, etc., based on the possible values of
the sum. Nothing more that I can see of interest follows.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin at (no spam) stat.purdue.edu Phone: (765)494-6054 FAX: (765)494-0558 |
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