December 2nd, 2008, 05:25 AM
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 | Flow Master | | Join Date: Dec 2007 Location: Zeitgeist
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Quote:
Originally Posted by statstian  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) | Will the approach be similar to here: Marginal Density (Please Help) .... ?
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