Timeline for What will be the distribution of harmonic mean of two correlated gamma random variables?
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| Jan 9, 2011 at 17:40 | comment | added | Did | @dikuve: Instead of referring the reader to a non freely accessible paper, you might want to address Robin's remark that the joint distribution of $(X_1,X_2)$ being not entirely determined by 1. the probability distribution of $X$, 2. the probability distribution of $Y$ and 3. the correlation coefficient $\rho$, your question has no answer (or, if these three parameters are enough to determine the probability distribution of $Y$, to explain why this is so). | |
| Aug 18, 2010 at 8:37 | comment | added | user8576 | @Robin Chapman, To find solution of this question, if more information required, i am providing link for joint distribution of $X_1$ and $X_2$. onlinelibrary.wiley.com/doi/10.1002/hyp.259/pdf | |
| Aug 18, 2010 at 6:47 | comment | added | Robin Chapman | You say these variables are correlated. So the distribution of $Y$ will depend on the joint distribution of $X_1$ and $X_2$ (which knowing their individual distributions is insufficient to determine). | |
| Aug 18, 2010 at 6:37 | history | edited | user8576 | CC BY-SA 2.5 |
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| Aug 18, 2010 at 4:56 | history | asked | user8576 | CC BY-SA 2.5 |