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2013 Mar 06
0
how to construct bivariate joint cumulative pdf from bivariate joint pdf
Hello,
I am using sm.density() to find the bivariate joint PDFof events:
For eg,
x<-cbind(rnorm(30),rnorm(30))
den<-sm.density(x)
Then I get the joint pdf from den$estimate in order to constructthe
joint cumulative PDF.
However, summing up all the values from den$estimateisnot equal to
1(have multipliedby the grid size).
Anyone could help?
Thanks.
mc
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