Nonlinear principal components I. Absolutely continuous random variables with positive bounded densities
نویسندگان
چکیده
منابع مشابه
On the exact distribution of the maximum of absolutely continuous dependent random variables
We derive the exact probability density function of the maximum of arbitrary absolutely continuous dependent random variables and of absolutely continuous exchangeable random variables. We show this density is related to the family of fundamental skew distributions. In particular, we examine the case where the random variables have an elliptically contoured distribution. We study some particula...
متن کاملContinuous Random Variables
Math 394 1 (Almost bullet-proof) Definition of Expectation Assume we have a sample space Ω, with a σ−algebra of subsets F , and a probability P , satisfying our axioms. Define a random variable as a a function X : Ω → R, such that all subsets of Ω of the form {ω |a < X(ω) ≤ b}, for any real a ≤ b are events (belong to F). Assume at first that the range of X is bounded, say it is contained in th...
متن کاملAnatomy of a domain of continuous random variables I
In this paper we study the family of thin probability measures on the domain A∞ of finite and infinite words over a finite alphabet A. This structure is inspired by work of Jean Goubault-Larrecq and Daniele Varacca, who recently proposed a model of continuous random variables over bounded complete domains. Their presentation leaves out many details, and also misses some motivations. In this and...
متن کاملA note on generating random variables with log-concave densities
We present a black-box style rejection method that is valid for generating random variables with any log-concave density, provided that one knows a mode of the density, which is known only up to a constant factor.
متن کاملNotes on Continuous Random Variables
Continuous random variables are random quantities that are measured on a continuous scale. They can usually take on any value over some interval, which distinguishes them from discrete random variables, which can take on only a sequence of values, usually integers. Typically random variables that represent, for example, time or distance will be continuous rather than discrete. Just as we descri...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1998
ISSN: 0090-5364
DOI: 10.1214/aos/1028144850