Characterization of Joint Density by Conditional Densities

Authors

A.K. Gupta, Bowling Green State UniversityFollow
T. Varga, Rose-Hulman Institute of Technology

Document Type

Article

Publication Date

11-1990

Abstract

In this paper the relationship between joint density and conditional densities is studied. An explicit formula is given for obtaining the joint density from the conditional ones. It is illustrated for the case of bivariate normal distribution.

Comments

MSTR 90-07

Recommended Citation

Gupta, A.K. and Varga, T., "Characterization of Joint Density by Conditional Densities" (1990). Mathematical Sciences Technical Reports (MSTR). 147.
https://scholar.rose-hulman.edu/math_mstr/147