Timeline for Difference of hypoexponential distributions
Current License: CC BY-SA 3.0
18 events
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| Oct 14, 2017 at 13:19 | comment | added | Mateusz Kwaśnicki | I do not quite understand what Henry.L meant in his answer, but certainly one needs to know the joint distribution of $(X,Y)$ in order to describe the distribution of $X - Y$. Note that it is not always possible to even define $(X,Y)$ with given marginals so that $X > Y$ a.s.; namely, one needs to know that $\mathbb{P}(X < t) < \mathbb{P}(Y < t)$ whenever both quantities are in $(0,1)$. | |
| Oct 14, 2017 at 12:08 | comment | added | Muriel | Probably now I see your point. Are you saying that if they are not independent then their joint distribution should not be the one given in the solution? I should go back and look at the Akkouchi paper I mentioned, but you are probably right. | |
| Oct 14, 2017 at 11:39 | comment | added | Mateusz Kwaśnicki | How they are coupled then, that is, what is the joint distribution of $(X,Y)$? | |
| Oct 14, 2017 at 10:12 | vote | accept | Muriel | ||
| Oct 14, 2017 at 10:12 | |||||
| Oct 14, 2017 at 10:10 | comment | added | Muriel | I didn't write that they are independent because in my problem they are not. Indeed, the last assumption I make is that $X>Y$ a.s., so they are dependent. | |
| Oct 3, 2017 at 15:47 | comment | added | Mateusz Kwaśnicki | This is very unclear: are $X$ and $Y$ independent and we are asking about $\mathbb{P}(X-Y<t|X>t)$, or are $X$ and $Y$ coupled in some way so that $X>Y$ a.s.? | |
| Oct 3, 2017 at 15:27 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Sep 3, 2017 at 14:38 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Aug 4, 2017 at 14:29 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jul 5, 2017 at 13:51 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jun 5, 2017 at 12:53 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| May 6, 2017 at 12:23 | answer | added | Henry.L | timeline score: 1 | |
| May 6, 2017 at 12:23 | history | edited | Henry.L |
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| May 6, 2017 at 11:54 | history | edited | Stefan Kohl♦ |
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| Feb 7, 2017 at 12:04 | history | edited | Muriel | CC BY-SA 3.0 |
typo in $\beta$ subscripts
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| Feb 7, 2017 at 12:02 | history | edited | Gerry Myerson | CC BY-SA 3.0 |
typo in title
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| Feb 7, 2017 at 11:50 | review | First posts | |||
| Feb 7, 2017 at 12:00 | |||||
| Feb 7, 2017 at 11:44 | history | asked | Muriel | CC BY-SA 3.0 |