Timeline for Make this marginalization statement rigorous
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Jun 15, 2020 at 7:27 | history | edited | CommunityBot |
Commonmark migration
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| Jul 3, 2014 at 14:42 | comment | added | Patrick | Yes, using "function overloading" notation. | |
| Jul 3, 2014 at 11:13 | comment | added | Michael Greinecker | Is $p$ meant to be a density? | |
| Jul 2, 2014 at 15:43 | history | edited | Patrick | CC BY-SA 3.0 |
Clarification
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| Jul 2, 2014 at 13:56 | comment | added | Patrick | @CarloBeenakker Almost. Marginalization tells you how to obtain p(x) from p(x,y) for some well-defined multivariate random variable (x,y). But I'm rather asking what is required of y in order for (x,y) to be well defined? E.g. should I define the probability space of y, and define the probability space of (x,y) as the product space of that of x and that of y? Or must y be defined on the same probability space as x? Obviously, I'm not well versed in the foundations of probability theory. I'm also asking about regularity conditions, although that is of less interest. | |
| Jul 2, 2014 at 13:26 | comment | added | Carlo Beenakker | isn't this the definition of a marginal distribution? | |
| Jul 2, 2014 at 13:21 | review | First posts | |||
| Jul 2, 2014 at 13:29 | |||||
| Jul 2, 2014 at 13:06 | history | asked | Patrick | CC BY-SA 3.0 |