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joint probability fuunction in MATLAB

Started by bumsky June 26, 2006
Hi,

I am still new to using MATLAB 7.0.

I am currently developing a code using bayesian algorithm and don't
know how to implemenent joint probability functions in MATLAB.

Any help tips will be appreciated.

Thanx

bumsky wrote:
> Hi, > > I am still new to using MATLAB 7.0. > > I am currently developing a code using bayesian algorithm and don't > know how to implemenent joint probability functions in MATLAB. > > Any help tips will be appreciated. > > Thanx
If you are asking how to generate random numbers with the joint probability density function, it is just summing multiple random numbers from the original density function (or set of density functions). Or, do you want the shape of the joint probability density function? Joint probability density functions are found via convolution of the density functions the sum of random numbers is made up of. Convolutions can be done quickly using FFTs, since a convolution is a multiplication in the frequency domain. Hope this helps, though I am not sure exactly what you want.
rtonyreeder@yahoo.com wrote:
> bumsky wrote: > > Hi, > > > > I am still new to using MATLAB 7.0. > > > > I am currently developing a code using bayesian algorithm and don't > > know how to implemenent joint probability functions in MATLAB. > > > > Any help tips will be appreciated. > > > > Thanx > > If you are asking how to generate random numbers with the joint > probability density function, it is just summing multiple random > numbers from the original density function (or set of density > functions). > > Or, do you want the shape of the joint probability density function? > Joint probability density functions are found via convolution of the > density functions the sum of random numbers is made up of. > Convolutions can be done quickly using FFTs, since a convolution is a > multiplication in the frequency domain. > > Hope this helps, though I am not sure exactly what you want.
rtonyreeder@yahoo.com wrote:
> bumsky wrote: > > Hi, > > > > I am still new to using MATLAB 7.0. > > > > I am currently developing a code using bayesian algorithm and don't > > know how to implemenent joint probability functions in MATLAB. > > > > Any help tips will be appreciated. > > > > Thanx > > If you are asking how to generate random numbers with the joint > probability density function, it is just summing multiple random > numbers from the original density function (or set of density > functions). > > Or, do you want the shape of the joint probability density function? > Joint probability density functions are found via convolution of the > density functions the sum of random numbers is made up of. > Convolutions can be done quickly using FFTs, since a convolution is a > multiplication in the frequency domain. > > Hope this helps, though I am not sure exactly what you want.
I think I posted this just a second ago with no comments, by mistake. Such is great, since I think I am wrong on previous answer. I though a joint probability density function was that of a sum of numbers from single or multiple distributions, but I now think that is wrong. Sorry about that. It was in the same section of Schaum's, so I got confused with the terminology.