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?
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$\begingroup$ I know Y is also a power law distribution function $\endgroup$– PeterCommented Feb 4, 2010 at 8:26
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$\begingroup$ Closed. See Douglas' comment, which answers your question. $\endgroup$– Kim MorrisonCommented Feb 4, 2010 at 18:19
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$\begingroup$ 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 ♦Commented Feb 4, 2010 at 20:07
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