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Message-ID: <48CE7A4A.6020008@erasmusmc.nl>
Date: 2008-09-15T15:07:54Z
From: Dimitris Rizopoulos
Subject: How to plot contours for joint density of 2 independently distributed r.v.?
In-Reply-To: <19493126.post@talk.nabble.com>

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
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