Thread Subject: Find parameters of independent random variables

Subject: Find parameters of independent random variables

From: Joni Wahyudi

Date: 16 Nov, 2009 05:40:03

Message: 1 of 1

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Dear all,
I have a problem about find the parameters of random variables from correlated random variables become independent random variables.
If there are 2 random variables and normal distribution, X and Y, with
mu_X = 40
std_X = 5
mu_Y = 50
std_Y = 2.5
coeff. of correlation, rho_XY = 0.4
If I want to find the mean values and std deviation of independent random variables X and Y. How should I calculate it?
What method I should use?
How to make a matlab code for it?

thank you

joni

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independent Joni Wahyudi 16 Nov, 2009 00:44:02
correlated Joni Wahyudi 16 Nov, 2009 00:44:02
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distribution Joni Wahyudi 16 Nov, 2009 00:44:02
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