- #1
FrankDrebon
- 9
- 0
Hi all,
I need to calculate the probability density function [itex]f\left( Y \right)[/itex] of a function [itex]Y[/itex] of two variables [itex]A[/itex] and [itex]B[/itex] with known individual probability density functions [itex]f\left( A \right)[/itex] and [itex]f\left( B \right)[/itex]. What is the correct way to combine the PDF's?
Specifically, I have a variable Y dependent on A and B by:
[itex]Y = A + 2B[/itex]
I know [itex]f\left( A \right)[/itex] and [itex]f\left( B \right)[/itex], how do I write [itex]f\left( Y \right)[/itex] in terms of [itex]f\left( A \right)[/itex] and [itex]f\left( B \right)[/itex]?
Stats isn't my strong point so apologies if this is trivial!
F
I need to calculate the probability density function [itex]f\left( Y \right)[/itex] of a function [itex]Y[/itex] of two variables [itex]A[/itex] and [itex]B[/itex] with known individual probability density functions [itex]f\left( A \right)[/itex] and [itex]f\left( B \right)[/itex]. What is the correct way to combine the PDF's?
Specifically, I have a variable Y dependent on A and B by:
[itex]Y = A + 2B[/itex]
I know [itex]f\left( A \right)[/itex] and [itex]f\left( B \right)[/itex], how do I write [itex]f\left( Y \right)[/itex] in terms of [itex]f\left( A \right)[/itex] and [itex]f\left( B \right)[/itex]?
Stats isn't my strong point so apologies if this is trivial!
F