Finding Joint/Conditional Probability with Marginal and Correlation Data

  • Thread starter susan_london
  • Start date
  • Tags
    Statistics
In summary, the conversation discusses finding the joint or conditional probability using marginal probabilities and correlation. The use of Bayes' rule is mentioned and the issue of finding the exact joint distribution is brought up, with a potential solution being to approximate it with the given information.
  • #1
susan_london
1
0

Homework Statement



This is actually not a homework problem, but as it is very basic material, I post it here.

I have two variables each with its marginal probability (estimated from data). I also have the correlation (variable).

Homework Equations



How to find the joint/conditional probability?

The Attempt at a Solution



I know either one of the joint or the conditional suffices due to Bayes' rule.

Basically, my problem is that correlation would give me E(XY) since I know their variances from the marginal distribution. However, there are infinitely many joint distributions that could lead to this E(XY) and I don't know how to find the one consistent with the marginals.
 
Last edited:
Physics news on Phys.org
  • #2
I don't think it is possible to find the exact joint distribution, but I wonder if there is a way to approximate it with the information I have.
 

FAQ: Finding Joint/Conditional Probability with Marginal and Correlation Data

What are the basic concepts in statistics?

The basic concepts in statistics include measures of central tendency (mean, median, mode), measures of variability (range, variance, standard deviation), and probability.

How do I calculate the mean, median, and mode?

To calculate the mean, add all the numbers in a data set and divide by the total number of numbers. To find the median, arrange the numbers in ascending order and choose the middle number. To find the mode, determine which number appears most frequently in the data set.

What is the difference between population and sample in statistics?

A population is the entire group of individuals or objects that we want to study, while a sample is a subset of the population that is used to make inferences about the entire population.

What is the importance of standard deviation in statistics?

Standard deviation is a measure of how spread out the data is from the mean. It helps us understand the variability of the data and is used in many statistical calculations, such as calculating confidence intervals and conducting hypothesis tests.

How do I choose the appropriate statistical test for my data?

The appropriate statistical test depends on the type of data you have and the research question you want to answer. Some common statistical tests include t-tests, ANOVA, and regression analysis. It is important to consult with a statistician or do thorough research to determine the best test for your data.

Similar threads

Finding marginal distribution of 2d of probability density function
Replies
6
Views
2K
Conditional expectations related to count of event occurring kth time
Replies
2
Views
822
Conditional probability with marginal and joint density
Replies
6
Views
2K
Marginal Probability Distribution
Replies
3
Views
2K
N-dimensional broken stick problem -- find joint density
Replies
3
Views
666
Getting the probability distribution of a random variable
Replies
2
Views
701
Statistics - joint and marginal densities.
Replies
1
Views
1K
What are the Properties of Joint Density Functions?
Replies
13
Views
2K
Calculating the covariance of two discrete random variables
Replies
2
Views
1K
A Joint Used to Show lack of Correlation?
2
Replies
43
Views
4K

Hot Threads

Recent Insights

Back
Top