Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 111097

In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

7 votes
1 answer
726 views

Reference request: discretisation of probability measures on $\mathbb R^d$

Given a probability measures $\mu$ on $\mathbb R^d$ with finite first movement, i.e. $$\int_{\mathbb R^d}|x|\mu(dx)~~<~~+\infty.$$ My concern is to approximate $\mu$ some $\mu_n$ that is countably o …
1 vote
0 answers
69 views

Reference request on numerical integration

Let $\rho:\mathbb R^d\to\mathbb R_+$ be a density function with finite first moment, i.e. $$\int_{\mathbb R^d}~ \rho(x)dx~=~1 \quad \mbox{ and }\quad \int_{\mathbb R^d}~ |x|\rho(x)dx<+\infty.$$ For …
8 votes
3 answers
916 views

Question about Wasserstein metric

Let $\mu$ and $\nu$ be two probability measures on $\mathbb R^n$ with finite first moment. Denote by $d:=W_1(\mu,\nu)$, where $W_1(\cdot,\cdot)$ stands for the Wasserstein distance of order $1$. My …
0 votes

Question about Wasserstein metric

I've a solution but it's not perfectly satisfying. Assume that $$V~~~:=~~~\int |x|^pd\mu(x)~+~\int |x|^pd\nu(x)~~~<~~~+\infty$$ for some fixed $p>1$. It follows from Thought 1 that, there exists $f …
user111097's user avatar