Math Is Fun Forum

artnoage

Member

Registered: 2010-09-11

Posts: 1

probability/measure theory question.

Hello .

Does anyone know any way that you can characterize the set (or any nontrivial subset) of the probability measures in R^{2} with fixed marginals?

Thanks for your time.

George,Y

Member

Registered: 2006-03-12

Posts: 1,379

Re: probability/measure theory question.

If you mean changing the probability from univariate to bivarite like U=X*Y, where X and Y are i.i.d variables. The marginal density for each is still the original density of X.

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X'(y-Xβ)=0