Joint Probability
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I have a bunch of paired data (x,y) for which I would like to determine the joint probability density. I can easily find the marginal densities fx(x) and fy(y)and plan to do so using kernels (ksdensity). Any suggestions on finding the joint density fxy(x,y)or one of the conditional densities, fx(x|y) or fy(y|x), using the marginal densities?
My assumption is not the trivial solution when x and y are independent.
I understand the concepts but am struggling with the code.
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the cyclist
2012-1-19
0 个投票
The following entry in the File Exchange does 2-d kernel density esimation:
I have not used it myself, but it is highly rated.
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