Joint Probability Density from two Gaussian Distributions

In summary: If one of the Gaussians is just a regular Gaussian, then the joint probability density will be formed by multiplying the regular Gaussian with the double-peaked Gaussian. This will result in a new function that takes into account both peaks and represents the combined probability density of the two Gaussians. In summary, the joint probability density is formed by multiplying the individual probability densities of the two locations, taking into account both peaks if one of the Gaussians is double-peaked.
  • #1
Giri1
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I've been reading the following paper entitled "An Improved Algorithm to Generate a Wi-Fi Fingerprint Database for Indoor Positioning":

An Improved Algorithm to Generate a Wi-Fi Fingerprint Database for Indoor Positioning

In Part 3.3 (Step 6), it states: Use the fingerprint database to calculate the joint probability density for the received signal strengths (RSS) collected in the step 5.

At this point two Gaussian Distributions, which could either be regular Gaussians or Double Peaked Gaussians, have been calculated. The first is collected and stored in a database and depicts the "fingerprint" of a particular location. The second depicts the reading from a user at an unknown location.

The idea is that these two locations have to be compared using K Weighted Nearest Neighbour to determine whether the user's location corresponds to the location being compared to in the database.

My questions are:

1) How should I go about forming a Joint Probability Density from these two Gaussians? I also thought that the variables in a Joint Probability Density Function should be related somehow... but I don't see the relationship here..

2) What about the case where one of the Gaussians is double peaked and the other is just a regular Gaussian?

Sorry my statistics knowledge isn't great so I have just been trying to get an understanding of these concepts from the internet.

Thank you for your help!
 
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  • #2
The joint probability density of two Gaussians is formed by multiplying the two individual probability densities together. This is a basic property of probability theory.If one of the Gaussians is double-peaked, then it will be necessary to take into account both peaks when forming the joint probability density. To do this, you can simply multiply the two functions together, taking into account both peaks.
 

FAQ: Joint Probability Density from two Gaussian Distributions

What is "Joint Probability Density" from two Gaussian Distributions?

"Joint Probability Density" from two Gaussian Distributions refers to the probability of two variables occurring simultaneously, where both variables follow a Gaussian (normal) distribution. This can be represented graphically as a two-dimensional surface, with peaks at the most likely combinations of the two variables.

How is Joint Probability Density calculated?

Joint Probability Density is calculated by multiplying the individual probability density functions (PDFs) of the two variables. This can be written as P(X,Y) = P(X) * P(Y), where X and Y are the two variables of interest. In the case of two Gaussian distributions, the joint PDF can be represented by a bivariate normal distribution formula.

What is the significance of Joint Probability Density in statistics?

Joint Probability Density is an important concept in statistics as it allows us to analyze the relationship between two variables. It can also be used to make predictions about the likelihood of certain outcomes based on the joint distribution of the variables.

Can Joint Probability Density be used for more than two variables?

Yes, Joint Probability Density can be extended to more than two variables, where it is referred to as "multivariate" joint probability density. This allows for the analysis of the relationship between multiple variables, rather than just two. However, the calculations become more complex as the number of variables increases.

How is Joint Probability Density different from the individual Probability Density Functions?

Joint Probability Density takes into account the relationship between two variables, while individual Probability Density Functions only consider the probability of one variable occurring. Additionally, the joint PDF represents the probability of two variables occurring together, whereas individual PDFs only show the probability of one variable at a time.

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