Timeline for Conditioning on one term of a sum of random variables
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Jun 14, 2022 at 3:02 | comment | added | Tom LaGatta | Hi 香结丁, I never needed a more precise answer than this so I don't know a solution. If you need to compute this for practical applications, I recommend starting with Robert Israel's general formula in the answer below, and approximating numerically. If you want a more theoretical construct, you may start with an example of random variables which are absolutely continuous with respect to Gaussians, and see what happens when you plug into Robert's general formula. I doubt it will be analytically computable, but it will be ratios of integrals against Gaussians which are nice. Good luck! | |
| Jun 14, 2022 at 3:00 | vote | accept | Tom LaGatta | ||
| Apr 2, 2022 at 13:55 | comment | added | 香结丁 | Sorry to bother. I also encountered this problem. Have you known a solution? | |
| Nov 14, 2011 at 2:21 | history | edited | Tom LaGatta | CC BY-SA 3.0 |
added 226 characters in body
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| Nov 14, 2011 at 2:11 | answer | added | Robert Israel | timeline score: 2 | |
| Nov 13, 2011 at 23:20 | history | asked | Tom LaGatta | CC BY-SA 3.0 |