Conditional distribution and finding unconditional distribution Stuck on this one... feel like I should know it
Y and Z are univariate r.v. such that
Y|Z=z ~ N(a+z,sigma^2) , Z ~ N(0,lamda^2)
Find the unconditional dist of Y
Find the unconditional (joint) dist of Y1,... Yn following the above with Yi|Z=z ~ N(ai+z,sigma^2)
Last edited by statstian; November 30th, 2008 at 08:20 PM.
|