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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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Geometric construction of copula - question regarding C-volume

I am learning about copula's, using Nelsen's book, and more specifically about the geometric method of constructing copula's. The problem is replicated in the following link: http://www.stat.ubc.ca/...
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Error bounds when approximating densities

I was curious whether it is possible to obtain approximation error bounds on continuous densities from approximation error bounds of random variables. To make my question more precise: We consider ...
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Formalizing pdf using both discrete and continuous densities

I'm trying to formalize the probability density function for a rather simple process, but I'm having difficulty writing it precisely. Specifically, consider simulating a 1-D Gaussian random walk ...
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How to calculate CDF of g(X)

Let $X$ a random variable with distribution $F_X(x)$ $$Y=g(X) = \left\{ \begin{array}{lr} X-c & : X > c\\ 0 & : -c < X \le c \\ X+c & : X \le -c \end{array} \right\}$$ ...
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Orthogonal series density estimation

I am going through this paper Orthogonal series density estimation. I have a doubt in following Assume that the random variable X is supported on [0, 1], that is, P(X ∈ [0, 1]) = 1, and that the ...
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Shouldn't a function of data from a PDF repeated over and over on new data eventually yield a Gaussian PDF?

I got into an interesting discussion with a co-worker today and we are not sure what the answer is: We have $N=1000$ samples from a Rayleigh PDF. We take those $N$ samples, and compute their (...
Apparently one can obtain a regression analysis as $$g(x)=\frac{\int yf(y,x)dy}{f(x)}$$ where $$f(x)=\int f(y,x)dy$$ is the marginal density of $X_i$. In effect, I believe, the above expression ...