- #1
simba_
- 19
- 0
Would just like a hand with this question
If X and Y are independent standard Gaussian random variables (that is, independent N(0, 1) 's ) do the following:
(a) Write down the joint probability density function fXX,Y (x, y) of X and Y .
I know what the gaussian density function looks like. Is it just a matter of multiplying two gaussian distributions together... where u have a σ1 and σ2 (do the same with the mean)
If X and Y are independent standard Gaussian random variables (that is, independent N(0, 1) 's ) do the following:
(a) Write down the joint probability density function fXX,Y (x, y) of X and Y .
I know what the gaussian density function looks like. Is it just a matter of multiplying two gaussian distributions together... where u have a σ1 and σ2 (do the same with the mean)