A methodology for estimating joint probability density functions (DRAFT, do not cite!)
Mauricio Monsalve · 2009
We develop a theoretical methodology for estimating joint probability density functions from marginals. To do this, transforming the set of random variables into another set of independent random variables is necessary. To test this theory in practice, we developed a software application which implemented a reduced form of this methodology, and worked well with several datasets. Finally, we discuss how to expand this methodology, since much work is needed to improve it.