A note on finding peakedness in bivariate normal distribution using Mathematica
نویسندگان
چکیده
منابع مشابه
The Bivariate Normal Distribution
Let U and V be two independent normal random variables, and consider two new random variables X and Y of the form X = aU + bV, Y = cU + dV, where a, b, c, d, are some scalars. Each one of the random variables X and Y is normal, since it is a linear function of independent normal random variables.† Furthermore, because X and Y are linear functions of the same two independent normal random variab...
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ژورنال
عنوان ژورنال: Pakistan Journal of Statistics and Operation Research
سال: 2007
ISSN: 2220-5810,1816-2711
DOI: 10.18187/pjsor.v3i2.61