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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