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Probability Density Functions - whyBish - 09-14-2003
Hello,
still researching what to study next year, and am having some difficulty in finding decent links on generalised operations on probability density functions*. Anyone know of any good sources?
Thanks,
whyBish
* e.g. given p(x=X) and p(y=Y), what is p(f(x,y)=f(X,Y))
Probability Density Functions - Jeunemaitre - 09-15-2003
It depends on what you're using them for. There's a good site specific to log and weibull distributions and properties/characteristics of the pdf curves, but it's not very general (they have an online reference section that you can go through page by page for a quick education on pdf relationships with survival/reliability curves, but not much for other probability applications). The main site is www.weibull.com, and the section on life data analysis with weibull and log distributions is http://www.weibull.comfedatawebcontents.htm.
I've only been using these things professionally and don't know all the math behind them so I may be off base in interpreting you're interest. If you're really in it for academic understanding, I'm not sure these will be that great a help.
Good luck though...
Probability Density Functions - Selby - 09-15-2003
I'd recommend several books on that subject rather than just a webpage. I have found that these books are good for helping you understand *most* of what I've had to use them for.
Probability and Statistics for Engineers (Miller\Freund) - good for beginning
Mathematical Methods and Algorithms for Digital Signal Processing (Moon\Sterling) - advanced book written by a mathematician... hard to read at times..
Selby