Hall, Peter; Neumeyer, Natalie - Institut für Wirtschafts- und Sozialstatistik, … - 2005
Assume we have a dataset, Z say, from the joint distribution of random variables X and Y , and two further, independent … datasets, X and Y, from the marginal distributions of X and Y , respectively. We wish to combine X, Y and Z, so as to construct … joint distribution were normal then we would combine data from X and Z to estimate the mean and variance of X; proceed …