I have two random variables X and Y. X follows a power law distribution. I know its generating function G(x). I also know the Pearson correlation coefficient of X and Y. How do I find the generating function of Y?


closed as off topic by Scott Morrison Feb 4 '10 at 18:19

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  • $\begingroup$ I know Y is also a power law distribution function $\endgroup$ – Peter Feb 4 '10 at 8:26
  • $\begingroup$ Closed. See Douglas' comment, which answers your question. $\endgroup$ – Scott Morrison Feb 4 '10 at 18:19
  • $\begingroup$ Since Douglas's comment is gone, let me add that the answer in it was "To answer your question, you can't in general, as you have 1 condition on an infinite dimensional space." $\endgroup$ – Ben Webster Feb 4 '10 at 20:07