[理工] [機率]-一題機率
two jointly normal r.v.'s x1,x2 have joint pdf
fx1,x2(x1,x2)=2/(pi*sqrt(7))*exp(-8/7(x1^2+3/2*x1*x2+x2^2))
find a nontrivial transformation A in [Y1;Y2]=A[X1;X2]
, Y1&Y2 are indep.
Compute joint pdf of Y1 Y2.
這題我大約算了一下 在這裡卡住
variancex1*variancex2=sqrt(7)/4
有請高手解惑
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02/15 22:22, , 1F
02/15 22:22, 1F