1. J

    Convolution of two probabilities (non-independent)

    I was wondering if the following is true, where * denotes convolution: p(A|C,D) = p(A|B) * p(B|C,D). Basically, I want to know if convolution will marginalize out B. My intuition says this is correct, but I'm not entirely certain. Thank you. Josh
  2. J

    Expected Value of Convolution

    I am interested in estimating E[g(h(X))] where... - X ~ Normal(mu,sigma) - h(.) = CDF of Standard Normal distribution - g(.) = inverse CDF of Beta distribution with known parameters alpha and beta Any suggestions as to how to proceed? Taylor approximation? Any help appreciated. Jesse
  3. D

    How to combine Probability Distribution Function of Two correlated variables?

    I have the probability distribution Functions(PDF) of the wind speeds of two wind sites which have a certain Pearson's correlation coefficient. How can I combine the PDFs of these two sites? I don't have the time stamped data of these two sites, rather, I only have the distributions and...