Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
Events (or random variables) are independent when information on some of them tells you nothing about the probability of occurrence (/ distribution) of the others. Please DO NOT use this tag for independent variable use [predictor] instead.
0
votes
$A \perp B \text{ and } A \perp B | C \text{ implies } (A \perp C \text{ or } B \perp C)$
We can have that $A,B$ are independently distributed but dependent on $C$.
For instance, consider $A,B \sim \mathcal{N}(\mu =C,\sigma^2=1)$ where $A$ and $B$ are independent and identical normal distr …
2
votes
Statistical independence of variables with confidence intervals
To test two probabilities for independence one way is to check whether $P(A, B) = P(A) \cdot P(B)$.
... … Is there a standard way to assess for independence by taking into account the confidence intervals?
Using confidence intervals is not a standard way to test for independence. …
1
vote
Does the conditional density $f(X|X+Y<a)$ equal to $f(X)$ when $X,Y$ are independent continu...
Imagine a plot of the joint distribution of $X,Y$. The condition $X+Y <a$ can be depicted by a diagonal line $y=a-x$ as a boundary. The points below it satisfy the condition.
Second image
Next, cons …
1
vote
Rupees from Bushes in Majora's Mask, what distribution to use?
You can compute an exact distribution by using a repeated convolution.
Here is an example with r code:
n = 10
### a vector of probabilities for the number of rupees
p = rep(0,n*5+5+1)
p[1+c(0,1,3,5)] …
1
vote
Expected value of joint quantile functions
If the integrand $f(x,y)$ can be partitioned into a product of functions of the individual differentials $$f(x,y) = g(x) h(y)$$ then we can write a double integral as a product of single integrals.
$ …
2
votes
$X+Y=s$ but $X$ and $Y$ are independent?
This sounds a bit like the idea behind collider bias, the reverse of confounding bias.
Confounding bias: x and y are found to be correlated because both are caused by z.
Collider bias: x and y are fo …
5
votes
Confused about independent probabilities. If a fair coin is flipped 5 times, P(HHHHH) = 0.03...
Fair independent coin
The probability of event a (5th case is heads $H_5$) given event b (already 4 heads $H_4H_3H_2H_1$)
$$\underbrace{P(H_5|H_4H_3H_2H_1)}_{\text {P(a given b)}} = \frac{\overbrace{P …
6
votes
Accepted
Proof independence of $Z=min(X_1,X_2,....X_n)$ and $J:X_{j=J}=Z$, where each $X$ is exponent...
joint probability $Z=z$ and $J=j$
$$\begin{align} \\P(Z=z , J=j) &= f_j(Z) \prod_{i \neq j} 1-F_i(z)\\& = \lambda_je^{-\lambda_j z} \prod_{i \neq j} 1 - (1-e^{-\lambda_i z}) \\&= \lambda_j \prod_{i} …
4
votes
Accepted
If $X, Y$ are independent of $Z$, is $P(X|Y, Z) = P(X|Y)$?
The following is a counterexample
Say the following events (for binary values of X, Y and Z) have equal probabilities.
X Y Z probability
0 1 1 1/4
1 0 1 1/4
0 0 0 1/4
1 1 0 1/4
Then $P(X=1 …
3
votes
Accepted
Does independence of $X_i$ and $Y_j$ imply independence of vectors $\mathbf{X}$ and $\mathbf...
The answer is no.
An example is for a vector $X$ of size 1 and $Y$ of size 2.
Let $X$ be Bernoulli variable with equal probability. Let $Y$ be distributed, with equal probability, among $(1,1)$ or $(0 …
1
vote
If 2 expert pieces of advice are independent then both being wrong is lower than individual ...
Intuition by using more experts
The case of 2 experts is a bit difficult (we explain later why).
It becomes more intuitive when you consider a choice based on a majority in multiple expert advice who …
3
votes
Accepted
Are unpaired samples always generated by independent random variables?
The answer below gives is first an interpretation of how 'unpaired' relates to independence. … An unpaired way of dependency
Independence between samples occurs if the outcomes of the two variables are unrelated. …
5
votes
Discovering groupings of descriptive tags from media
If you are after visualizing the relationships, then you might use some network visualization algorithms.
I did this once with the tags of cross validated (Disclaimer: I am not an expert at this). I m …
1
vote
Accepted
COV(X,Y) and X,Y Dependency
Covariance is zero for $X$ and $Y$ (and also for $A$ and $B$), and in the first case there is independence but in the second case there is no independence. …
2
votes
Why are $X \sim U(-1,1)$ and $Y=X^2$ dependent?
But that doesn't imply independence. This makes your case an example of: Why zero correlation does not necessarily imply independence …