相关正态:
联合分布概率计算
题目详情
Assume that and have joint normal distribution, that each of and that their correlation is . Calculate .
解析
对二维标准正态且相关系数为 ,有经典公式
取 ,,所以
联合分布概率计算
Assume that and have joint normal distribution, that each of and that their correlation is . Calculate .
对二维标准正态且相关系数为 ,有经典公式
取 ,,所以