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Topic: Joint probability of two iid random sample functions
Replies: 0

 dhabbyc Posts: 1 Registered: 10/3/07
Joint probability of two iid random sample functions
Posted: Aug 25, 2009 4:34 PM

Let see, I have a iid random sample of a nth dimensional random vector \vec{a}:(a_1,...,a_N) and two linear functions C_1 and C_2.

I know that P[C_i[a_j]<0]=1-z for all j=1,...,N; and all i=1,2.

I need to calculate

P[C_1[a^j]<0,C_2[a^j]<0; j=1,...,N]