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Let's say I have many measures of a random variable - x. Moreover, I have many measures of y and z. Meaning I can approximate their PDF by the histogram of the measures.

How can I estimate the joint PDF of (x, y, z)? I don't know whether they are uncorrelated.

Thanks.

P.S. References to a practical demos and info on the subject are welcome.

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    Are the measures of $x$, $y$ and $z$ coupled? In other words, do you have the data in the form of triples $(x,y,z)$? If not, there's no way you can reconstruct the joint PDF.2011-02-05
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    Is there a way to estimate it approximately? It's a classification problem. I measure something and want too attribute it to one of few models. I have many other measurements of each other property. I want to calculate the probability of the specific measurement to be something given all others. Actually, I'm doing this on the first to the tenth moment. Thank You.2011-02-10
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    pdf are for continuous. I think you are looking at a discrete problem.2011-03-03

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