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Questions tagged [pdf]

Probability density function (PDF) of a continuous random variable gives the relative probability for each of its possible values. Use this tag for discrete probability mass functions (PMFs) too.

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How to modify the mean and variance/dispersion of a given distribution

I am trying to find a parametric adjustment that allows modifying the mean and variance/dispersion of a given distribution. Ideally, this adjustment would be implemented through a parametric function ...
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11 views

Conditioning the probability obtained from a machine learning model

I have developed a random forest classifier to predict whether a customer will churn. The data used to produce this model has the following form ...
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32 views

Proof for simulation of NHPP by thinning

Background: I'm trying to show equivalency between the density function for a non-homogenous exponential process (NHEP?), (i.e. the arrival times of events generated by a non-homogenous Poisson ...
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PMF and independence with two discrete random variables?

Each of n people (whom we label 1, 2, . . . , n) are randomly and independently assigned a number from the set {1, 2, 3, . . . , 365} according to the uniform distribution. We will call this number ...
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Simulating from an Epanechnikov kernel density estimate in MATLAB / exact form of the Epanechnikov kernel in MATLAB?

It's my first time posting, so apologies if I'm breaking any etiquette. I've used MATLAB's ksdensity function to estimate a density using the Epanechnikov kernel and would now like to make repeated ...
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34 views

Finding a critical region for a simple test, with PDF $f(x) = (\frac{x}{\theta} + \frac{1}{2}) \space \mathbb{1}_{(-1,1)} (x)$

I'm dealing with a simple inference problem which involve a PDF I've never dealt with before. We have $X_1, ..., X_n$ iid variables where $X_i$ has a PDF $$f(x) = (\frac{x}{\theta} + \frac{1}{2}) \...
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103 views

Calculating a Confidence Interval for a Proportion for a Sample of Different Size

I'm interested in a (preferably analytic) solution or approximation to the following problem: Let $s_1$ be a sample from an unknown distribution of size $N_1$ and with proportion of successes $p_1$. ...
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Integrating the inverse-Wishart density

It is alleged in this question and in the Wikipedia article and elsewhere that the density function for the inverse-Wishart distribution with $n$ degrees of freedom on $p\times p$ positive-definite ...
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Other than linear transformations of any one Bernoulli distribution, what popular distributions only take two possible values?

I suspect that this may be a silly question, as some sort of isomorphism ought to exist between linear transformations of the Bernoulli distribution and any other distribution that can only take two ...
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36 views

The probability density function of half-chi-square distribution

Let $X$ be a random variable from a chi-square distribution with 1 degree of freedom. The probability density function (pdf) of $X$ is $f(x) = \frac{\exp{(-x/2)}}{\sqrt{2\pi x}}$, $x>0$. In the ...
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Expectation of $h \circ X$

I'm only starting to learn statistics. The definition I've been given for the expected value (expectation) of a continuous random variable X with probability density function (PDF) $f_X$ is the ...
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Viewing PMF as an instance of a PDF

I'm having difficulties in thinking about the probability mass function (PMF) as a special case of the probability density function (PDF). I understand that PMF's are used in discrete examples, but ...
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Probability density function of a data point given the locations of its four nearest neighbors

The goal is to find the probability density function $p(\mathbf{x} | \mathbf{c}_1,\mathbf{c}_2,\mathbf{c}_3,\mathbf{c}_4)$. Here $\mathbf{x},\mathbf{c}_i \in \mathbb{R}^d$. $\mathbf{c}_1,\mathbf{c}_2,\...
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Density Plot in R [duplicate]

I tried plotting densityplot(bestfit, pch = "|") in R. The results gives accuracy in x-axis and density in y-axis. I could see the accuracy is going beyond 100%. Can anyone tell the reason? I tried ...
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33 views

What does it mean to “interpret the sigmoid $\sigma(\theta^Tx)$ as a probability”? [duplicate]

In Goodfellow's Deep learning text, it is written Is this way of defining a probability $p(y=1| x;\theta)$ even legal? Recall the definition of a probability given a random variable where $p_X$ is ...
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2answers
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Having difficulty deciding limits of integration for a joint to marginal pdf

A joint pdf, $f_{X,Y}(x,y)=5$, is given with the following intervals: $-1<x<1$ $x^2<y<x^2+{1\over{10}}$ I am trying to find marginal pdf of $f_Y(y)$ but I am stuck. Trying for hours....
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Visualizing separability / independence

I’d like to visually ‘see’ the independence of random variables. I tried plotting f(x), f(y), and f(x, y) for independent and dependent pairs of variables. However, the difference is still not ...
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29 views

Symmetric probability density function proof [duplicate]

The problem is stated as: Let $f$ denote the density function of the random variable $X$. $X$ has a symmetric distribution around $a$, in other words, $f(a+h) = f(a-h)$. Prove that $E(X) = a$, ...
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39 views

How to quantify the agreement between the same parameter from two different data sets

I am looking at Arctic ice thickness from two different Earth-orbiting satellites A and B. I'm interested in quantifying how well these two datasets agree, but I'm struggling over what parameters to ...
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1answer
57 views

Name of classification algorithm based on gaussian distributions estimated from data?

Can you help me find the name of this classification method: Assume we have the following data: $n$ dimensional feature vectors we want to classify in two classes. We model the classes as two $n$ ...
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Likelihood function vs probability distribution function [duplicate]

I've been reading about Bayesian statistics and data analysis, and constantly see that $\text{posterior} \propto \text{prior} \ \times \text{likelihood}$. I'm familiar with fundamental probability and ...
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114 views

Credibility evaluation - how to model conditional continuous density from multiple variables of various types?

I recently got dataset for 37000 households with declared income and a few dozens of other variables of various types: continuous, discrete, binary. The task is to automatically (unsupervised) ...
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734 views

Why does MLE make sense, given the probability of an individual sample is 0?

This is kind of an odd thought I had while reviewing some old statistics and for some reason I can't seem to think of the answer. A continuous PDF tells us the density of observing values in any ...
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191 views

Unbiased estimator of binomial PMF

Is there an unbiased estimator of PMF of a random variable $Y=\sum_{i=1}^{n} X_n $ where $X_i$ are independent Bernoulli trials with probability $p$, that is, the estimator of: \begin{equation}\tag{1} ...
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34 views

Best way to model the dependency of these two random variables (copula?)

I'm modelling the joint PDF of two variables that looks like this , where vt and vr are the random variables. The dashed line shows the joint pdf assuming they are independent (the product of its ...
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1answer
53 views

Finding expression of $n$-th derivative, when $n$ is large

For completeness, assume $C$ is an Archimedean copula with some generator function $\varphi$, which is usually assumed to have nice properties. It is known that $$ C(u_1, u_2, \ldots, u_n)=\varphi^{-1}...
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1answer
55 views

Computing the probability density function

Suppose we have the cdf $$F_X(x) = \begin{cases} 0 \quad \quad, x<-1 \\ 0.25 \quad \quad, -1\leq x < 1 \\ 0.5 \quad \quad, 1 \leq x < 2 \\ \frac{2}{3} \quad \quad, 2 \leq x < 3 \\ 1 \quad ...
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64 views

Is there anything like “implied density” in this experiment?

A basket of balls is dropped into a maze. When a ball is dropped into the maze at the top it moves downward, pulled by gravity, through a series of nails. The ball then falls down to a new level where ...
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Finitely parametrizable family of univariate distributions closed under mixing

Keilson and Steutel 1972 discusses several families of characteristic functions closed under mixing, such as the even positive characteristic functions log-convex on $\Bbb R^+$. I'm interesting in a ...
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9 views

Parzen density estimates convergence

I am trying to understand why $lim_{||u|| \rightarrow+\infty}{\varphi(u)}\prod_{i=1}^{d}u_{i} = 0$ is necessary for convergence of Parzen density estimates. Similar question has been asked here ...
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Mean and variance of maximum of normal random variables

I'm trying to find the mean and variance of $Y = \max(X_1, ..., X_n)$ where $X_i \sim \mathcal{N}(\mu_i, \sigma^2)$. Note that the $X_i$ are independent, but not identically distributed. That is, ...
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2answers
103 views

Distribution of maximum of normally distributed random variables

I'm trying to find the closed-form CDF and PDF of $Y = \max(X_1, ..., X_n)$ where $X_i \sim \mathcal{N}(\mu_i, \sigma^2)$. My thought process so far: $$ \begin{align*} F_Y(y) &= \mathbb{P}(\max(...
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The pdf of a standard uniform random variable divided by constant [closed]

For a random variable $\frac{U}{a}$ where $U$ is a standard uniform random variable, I'm trying to determine the pdf. I'm not so sure what I'm getting is correct as I'm getting some funny results ...
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1answer
39 views

Is there a name for the distribution whose PDF is -ln(x) on its support [0, 1)?

If so, what is its name? If not, how/where can information about it be found?
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How this Equation is solved? How dBi is changed into rdr?

$Y_i = \frac{|h_{B_i}|^2}{1+d_{B_i}^\alpha}$ $d=distance, h_Bi=gain$ $f_{W_{B_i}}(\omega_{B_i}) = \frac{\lambda_{\Phi_B}}{\mu_{R_{D_B}}}=\frac{1}{\pi R_{D_B}^2} $ \begin{align} (CDF) of Y_i .... ...
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Exponential Family Representation: Dumb question on scale parameter and whether it went to Hawaii

So going over the Hastie Tibshirani paper on GAM - it points to equation 11 as the exponential family density - but with two parameters - theta (natural parameter) and phi (scale). https://...
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1answer
50 views

Transform X to get Y such that Y has a Uniform(0,1) distribution

A random variable $X$ has the PDF $f_X(x) = \frac{x - 1}{2}, \ 1 < x < 3$ Find a monotone function $u(x)$ such that the variable $Y = u(X)$ has the distribution $Uniform(0,1)$.
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26 views

Measure of dispersion around the mode

I usually associate the standard deviation with the mean and the IQR with the median. Is there a measure of dispersion typically associated with the mode?
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1answer
103 views

CDF and PDF of radius of a unit disk

Let X and Y be uniformly distributed on a unit disk such that $x^2 + y^2 \leq 1$ Let $R = \sqrt{X^2 + Y^2}$. What are the CDF and PDF of $R$? I know that the area of the unit disk is $A = \pi r^...
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100 views

Point process - intensity function vs probability density function

Suppose we have a point process in $\mathbb{R}$ with intensity $\lambda(x)$. Then, for a given compact set ${ S}$ we have $$\Lambda({ S})=\int_{\rm S} \lambda(x) \, dx,$$ where $\Lambda({ S})$ is ...
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1answer
20 views

How to make recognition of the important document's attributes

We have a set of PDFs with the different types of documents from the various companies. The goal: to predict which of them contain some important attributes (for example, document number, customer ...
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1answer
126 views

Histogram and probability mass function

I have a dataset of a discrete random variable. My question is: Is the normed histogram(I divide the frequencies by the total number of samples) and the PMF is the same quantity? It seems they are. Is ...
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1answer
33 views

Visualize Covariance when only probability mass and marginal functions are given

I am trying to intuitively understand Covariance like here. So if a random sample set given, I could draw rectangles with them, one of the cornes being fixated on mean $(\overline{x},\overline{y})$. ...
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Why does the Y axis change in population density plot when changing from raw scores to z-scores (assuming normal distribution) [duplicate]

Why do values on the Y-axis change in a probability density plot when changing from raw values to z-scores? The mean z-score aligns with 0.40 on the Y-axis, while the Y-value for the mean with ...
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1answer
147 views

Conditional Expectation of pdf

Wish to identify what I'm doing wrong when finding the $\operatorname E(X\mid Y=5)$ of the following: $$f(x, y)=\begin{cases} 1/6 & \text{if } 0<x<2, 0<y<6-3x \\ 0 & \text{...
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25 views

Order statistics for log series distribution

I am trying to obtain the probability mass function for various order statistics of a log series distribution for a given n. To do so, I tried modifying the code given in this question: Simulating ...
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1answer
263 views

Median of Rayleigh Distribution

I am not sure how to solve the following problem: The probability density function of the Rayleigh distribution is, $\ f(x;α) = \frac{x}{α^2} e^\frac{-x^2}{2α^2}, x ≥ 0, $ where α is the scale ...
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Is there an informative term for calling the random elements conditional on which a PDF of a random element is defined?

Let $X_{1}, \dots, X_{n}$ be i.i.d. random elements; suppose the conditional PDF $f_{X_{1} \mid X_{2} , \dots, X_{n}}$ exists. Then I wonder if there is already in literature an informative name for $...
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1answer
37 views

Compute Mean of Normal Distribution where x% of Values are over y

I am looking for a way to determine the mean of a normal distribution (with given variance), where e.g. $z = 0,37 = 37\% $ of values should be above a certain value $a$ (e.g. 0,2)? My first idea was ...
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1answer
63 views

Is there a skewed probability density function that models a normal distribution with two parameters, $σ_1$ and $σ_2$?

Is there a way to model data that are skew normally distributed, but for which one builds in two seperate standard deviations? The parameter $σ_1$ should specify the 15.9% to 50% interval, whereas $...