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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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766 views

Compare two unnormalized density functions given the values at samples

I have the density values of two unnormalized density functions $p$ and $q$ at 2000 points: $\mathbf{p} = (p(x_1), p(x_2), \dots p(x_{2000}))$, $\mathbf{q} = (q(x_1), q(x_2), \dots q(x_{2000}))$. Now …
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