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Jan 31, 2021 at 3:23 vote accept Iosif Pinelis
Jan 27, 2021 at 13:57 answer added mike timeline score: 0
Jan 24, 2021 at 16:59 answer added fedja timeline score: 4
Jan 24, 2021 at 4:07 comment added Iosif Pinelis @MateuszKwaśnicki : Thank you for the clarification.
Jan 22, 2021 at 21:41 comment added Mateusz Kwaśnicki @IosifPinelis: I meant that if $p$ is the p.d.f. of the uniform distribution over $[a,b]$, then $\epsilon p = g - g^{-1}$ can only work if $\epsilon = (b-a)^2 / n$ for $n = 1, 2, \ldots$ In this case, the area between the graphs of $g$ and $g^{-1}$ is the union of $n$ squares.
Jan 22, 2021 at 15:00 comment added Iosif Pinelis @MateuszKwaśnicki : Thank you for your comment. I am not quite sure what you mean by "for a sequence of $\epsilon$s going to zero", but I guess this was done in the answer linked to the question posted on this page. I don't know an example for the posted version of goodness, with the phrase "for each small enough $\epsilon>0$" in the definition. Now I have added a relaxed version of goodness, with "for some real $\epsilon>0$" in place of "for each small enough $\epsilon>0$". For the relaxed version, there are of course trivial examples.
Jan 22, 2021 at 14:52 history edited Iosif Pinelis CC BY-SA 4.0
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Jan 22, 2021 at 8:50 comment added Mateusz Kwaśnicki Characterisation might be problematic. If you extend the definition slightly to allow for $g$ merely non-decreasing, then uniform distributions are not "good", but they satisfy the definition of being "good" for a sequence of $\epsilon$s going to zero. This suggests the problem has some algebraic ingredient in it, and for this reason I would not expect any nice answer. (Do we know any example of a "good" distribution?)
Jan 22, 2021 at 4:07 comment added Iosif Pinelis @fedja : Thank you for your comment. This would answer the question at least in the case when $p$ is unimodal. At this point, I don't see how to prove your observations -- will be looking forward to your answer.
Jan 22, 2021 at 3:48 comment added Iosif Pinelis @FedorPetrov : Thank you for your comment. I have fixed this.
Jan 22, 2021 at 3:47 history edited Iosif Pinelis CC BY-SA 4.0
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Jan 21, 2021 at 23:33 comment added fedja The situation is more or less governed by two observations: 1) If $p(x)\to 0$ at $-\infty$, then the increasing function $g(x)\ge x$ solving $g(x)-g^{-1}(x)=p(x)$ on $(-\infty,0]$ is unique. 2) If, in addition, $p$ is non-decreasing on $(-\infty,0]$, then the solution on $(-\infty,0]$ exists. The same can be done looking right instead of left, so for the triangular function on the line the answer is "no" because 2 easy solutions from the left and from the right fail to glue together properly. I hope somebody will figure it out before I find time to make a proper post... :)
Jan 21, 2021 at 22:15 comment added Fedor Petrov maybe $g(x)\geqslant x$, not $g(x)>x$?
Jan 21, 2021 at 15:47 history edited Iosif Pinelis CC BY-SA 4.0
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Jan 21, 2021 at 13:38 history edited Iosif Pinelis CC BY-SA 4.0
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Jan 21, 2021 at 13:37 comment added Iosif Pinelis @mike : No, I don't know that.
Jan 21, 2021 at 10:30 comment added mike do you know that a piece-wise linear g won't work for the triangular pdf ?
Jan 21, 2021 at 6:14 history edited Iosif Pinelis CC BY-SA 4.0
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Jan 21, 2021 at 3:35 comment added Iosif Pinelis @AnthonyQuas : Yes. I have just added this clarification.
Jan 21, 2021 at 3:34 history edited Iosif Pinelis CC BY-SA 4.0
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Jan 21, 2021 at 3:20 comment added Anthony Quas I guess $g^{-1}$ is the compositional inverse of $g$; not $1/g(x)$?
Jan 21, 2021 at 1:36 history asked Iosif Pinelis CC BY-SA 4.0