Re: Testing Correlation in Joint PDF

2002-01-22 Thread Chia C Chong
Hi! I just would like to make the problem a little bit clearer... Originally, I have 2 sets of random variables (X & Y). I found their joint PDF, f(X,Y)=f(Y|X)f(X). f(Y|X) was a conditional Gaussian PDF while f(X) is an exponential PDF. The conditional mean of f(Y|X) is approxiately zero and the

Re: Testing Correlation in Joint PDF

2002-01-22 Thread Chia C Chong
"Glen" <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > "Chia C Chong" <[EMAIL PROTECTED]> wrote in message news:... > > Hi! > > > > I have 2 random varaibles (X and Y) obtained from some experiments. I have > > expressed these 2 RV

Re: Testing Correlation in Joint PDF

2002-01-20 Thread Glen
"Chia C Chong" <[EMAIL PROTECTED]> wrote in message news:... > Hi! > > I have 2 random varaibles (X and Y) obtained from some experiments. I have > expressed these 2 RVs in ternm of 2-D joint PDF f(X,Y)=f(Y|X)f(X).I would > like to test the correlation between them

Testing Correlation in Joint PDF

2002-01-20 Thread Chia C Chong
Hi! I have 2 random varaibles (X and Y) obtained from some experiments. I have expressed these 2 RVs in ternm of 2-D joint PDF f(X,Y)=f(Y|X)f(X).I would like to test the correlation between them to see whether there are correlated or not. Do I simply find the correlation coeffient between these t