Timeline for Hypothesis testing if two random variables come from a related underlying function
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Jul 16, 2014 at 20:10 | comment | added | cycle_cycle_cycle | I rather assumed that observations were not in pairs; if the observation times for the $S_i$ are different, and the $F_i$ are allowed to be arbitrary, then the problem is not really identifiable. The parameterization was a lazy attempt at some kind of smoothness constraint. If the observations are in pairs, isn't this just linear regression? | |
| Jul 11, 2014 at 17:53 | comment | added | whuber♦ | I do not see why this problem is not well posed nor why it would be necessary to parameterize the $F_i$. Could you elaborate on your reasons for drawing these conclusions? It seems another way to put the question is to say that $\{(S_1(t_i),S_2(t_i))\}$ is a sample obtained in a two step process wherein (1) points along the line $(y,ry+b)$ are selected arbitrarily in $\mathbb{R}^2$ and then (2) displaced by iid bivariate Normal vectors of mean zero (and possibly correlation zero, too). That takes the question of identifying the $F_i$ out of the picture. | |
| S Jul 11, 2014 at 17:26 | history | suggested | Patrick Coulombe | CC BY-SA 3.0 |
Added LaTeX
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| Jul 11, 2014 at 17:23 | review | Suggested edits | |||
| S Jul 11, 2014 at 17:26 | |||||
| Jul 11, 2014 at 17:18 | review | First posts | |||
| Jul 11, 2014 at 17:23 | |||||
| Jul 11, 2014 at 16:59 | history | answered | cycle_cycle_cycle | CC BY-SA 3.0 |