Timeline for The metric of the expected difference of random variables
Current License: CC BY-SA 3.0
8 events
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Mar 17, 2017 at 10:13 | history | edited | CommunityBot |
replaced http://meta.mathoverflow.net/ with https://meta.mathoverflow.net/
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Jul 17, 2014 at 16:24 | comment | added | R W | @usul Since we are talking about independent random variables everything should be determined just by their distributions. | |
Jul 12, 2014 at 1:05 | comment | added | jian | Thanks for the reference. It seems relevant. I am going to look into it. | |
Jul 10, 2014 at 22:55 | comment | added | usul | I wonder if something is lost by thinking of $d$ as a metric on distributions rather than on random variables. In particular, as defined in the original post, when $i=j$ I think we have $d_{ij} = 0$. The point being that even if $i$ and $j$ have equal distributions, they are not equal as random variables (if they are independent). So it really would be a metric. | |
Jul 10, 2014 at 15:41 | history | edited | R W | CC BY-SA 3.0 |
added 66 characters in body
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Jul 10, 2014 at 15:19 | history | edited | R W | CC BY-SA 3.0 |
added 439 characters in body
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Jul 10, 2014 at 11:17 | comment | added | Campello | I don't see any reason for downvoting either. | |
Jul 10, 2014 at 11:04 | history | answered | R W | CC BY-SA 3.0 |