Timeline for Distribution of Y from distribution of X
Current License: CC BY-SA 3.0
6 events
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Jul 1, 2022 at 0:15 | comment | added | Shaun Han | Just a follow-up question. Does it mean that if $f: X \rightarrow Y$, then sampling $\widehat{X}$ from X and calculating $Y=f(\widehat{X})$ is always equivalent to sampling $\widehat{Y}$ directly from Y? | |
Dec 25, 2015 at 21:52 | vote | accept | ar2015 | ||
Dec 25, 2015 at 21:18 | comment | added | Stéphane Laurent | @J.C.Leitão I just mean I give the formula for the case of a 1-1 mapping. Otherwise I can't say $\Pr(Y \in dy)=\Pr(X \in dx)$. | |
Dec 25, 2015 at 20:43 | comment | added | Jorge Leitao | I'm not sure that $f$ has to be a one-to-one mapping. If it has more than one inverse, you can sum over the inverses. E.g. see my answer | |
Dec 25, 2015 at 18:13 | history | edited | Stéphane Laurent | CC BY-SA 3.0 |
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Dec 25, 2015 at 14:17 | history | answered | Stéphane Laurent | CC BY-SA 3.0 |