How to plot contours for joint density of 2 independently distributed r.v.?
do you know the probability density functions for these random variable?
If yes, then you need something like the following:
x <- seq(-5, 5, len = 50)
y <- seq(0.001, 10, len = 50)
z <- outer(x, y, function(x, y){
dnorm(x) * dgamma(y, 5)
})
contour(x, y, z)
where you replace dnorm() and dgamma() with your pdf's.
If you just have a sample from X and Y, then you could use kernel
density estimation, for instance, check
help("bkde2D", package = "KernSmooth")
I hope it helps.
Best,
Dimitris
rlearner309 wrote:
X and Y are independently distributed random variables. I would like to study the contours of the joint density of these two variables. Any function to call? Thank you very much!
Dimitris Rizopoulos Assistant Professor Department of Biostatistics Erasmus University Medical Center Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands Tel: +31/(0)10/7043478 Fax: +31/(0)10/7043014