Could someone show me the formula with proof for the Joint Density and CDF for N uniformly distributed variables that are not necessarily independent?
Again, if certain forms of dependence are assumed, please point that out in the answer.
Thanks in advance ..
Best Answer
In the case of two rvs' it is easy to show an example. Let $X$ be uniformly distributed over $[0,1]$. Then define $Y$ so that it be uniformly distributed over $[0,X]$
The dependence is obvious: $X$ limits $Y$'s possibilities.
One can create an $n$ dimensional model based on the example above.
However, I don't think that there is a general cook book formula for creating dependent rvs'.