Using Variable Transformation to Discuss the Properties of Bivariate Normal Distribution
Zhao Guo-xi · Journal of Xinxiang University · 2010
The amount of calculation is too large when we discuss properties of the bivariate normal distribution using the usual method.At first,this paper proves an independence theorem by variable transformation method,then studies marginal distributions,covariance and independence of bivariate normal distribution based on variable transformation method and the independence theorem.At last,we find that it can greatly reduce the amount of calculation.