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msg121130
2011 Jan 02
3
The Percentile of a User-Defined pdf
I would like to give a probability distribution function of a function of
(x,y) on the half-plane y>0, and a constant 0<c<1 and I would like to know
the c percentile of the marginal distribution of x. I have tried along
the lines of the following but I keep getting errors:
# SIMPLIFIED PROBLEM
# The plan is to solve for the .975 percentile "xc" of the marginal x
distribution