D6. Multivariate Data Flashcards
1
Q
Formula for a joint CDF
A
2
Q
Formula for a joint PDF
A
3
Q
Formula for marginal PDF of x
A
The PDF of x, whatever the value of y. E.g. f(x)=f(x, for any value y).
4
Q
How does independence impact joint PDF and CDF?
A
If x and y are independent then both the joint PDF and joint CDF are products of the marginals:
f(x,y)=f(x)g(y)
F(x,y)=F(x)G(y)
5
Q
How can we think of conditional CDFs?
A
As slices through joint PDFs in one direction, holding the values of the other variables constant. N.B. to be true, must be scales so that the area beneath it is equal to 1.
