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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.
1
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1
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If $X=Y+Z$ with known pdf of $X$, are $Y$ and $Z$ unique?
Say there are random variables such that $X=Y+Z$ with $Y$, $Z$ independent; knowing the pdfs of $Y$ and $Z$, one can (technically) find the pdf of $X$. Taking it from the other side: if one knows the …
4
votes
PDF of dependent variables
I specify my approach:
Let $X=A+D+\sqrt{(A-D)^2+U}$ with $Y=A+D$ and $Z=(A-D)^2$; hence $A=\frac{Y+\sqrt{Z}}{2}$, $D=\frac{Y-\sqrt{Z}}{2}$ and $U=(X-Y)^2-Z$, with a Jacobian $|J|=\left|\frac{y-x}{2\s …
4
votes
1
answer
770
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PDF of dependent variables
In my recent question an answer was given, and I am able to compute it myself. Still, I'd like to understand where does that answer come from. Hence, what's the approach to handle dependent variables …