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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.

1 vote
1 answer
171 views

A diffuse probability distribution in high dimensions with order constraints

Consider the following subset of the unit cube in $\mathbb R^n$: $$ \mathcal D = \{ p = (p_1,p_2,\dots,p_n) \in [0,1]^n:\; p_1 \le p_2 \le \cdots \le p_n\}. $$ We would like to construct a probability …
5 votes
3 answers
133 views

Random partitions with prescribed pairwise membership probabilities

Let $(p_{ij}) \in [0,1]^{n \times n}$ be a given symmetric matrix, with $1$ on the diagonal. Suppose $\pi$ is a partition of $[n]=\{1,\dots,n\}$ and let us write $i \stackrel{\pi}{\sim} j$ if $i$ and …