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Characterization Of Joint Density By Conditional Densities, A.K. Gupta, T. Varga
Characterization Of Joint Density By Conditional Densities, A.K. Gupta, T. Varga
Mathematical Sciences Technical Reports (MSTR)
In this paper the relationship between joint density and conditional densities is studied. An explicit formula is given for obtaining the joint density from the conditional ones. It is illustrated for the case of bivariate normal distribution.