Mathematical Statistics: Multivariate Distributions with Given Boundaries

摘要

By letting F(x) and G(y) be two probability functions and f(x) and g(y) the corresponding density functions, it has been shown that there are two-variate probability functions H(x,y) such that F(x) and G(y) are the marginal probabilities. A solution is obtained, and an analytical example is given. (ERA citation 09:030092)