Link between a pdf and a pmf Announcing the arrival of Valued Associate #679: Cesar Manara ...
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Link between a pdf and a pmf
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Difference between pgf and pmfDifference between a PDF and PMFProof of $|P(Xin C)-P(Y in C)|leq P(X neq Y)$ where $Csubset mathbb{N}$?notation (ab)use for random variables, distributions, pdfs/pmfsLink between total diffential and error caculation?Is this PMF or PDF?Relationship between pmf and cdfLink between expected value and probabilityLink between $p-variation$ and $Holder$ normShift of a PMF/PDF
$begingroup$
Watching MIT's poisson process lecture. And the lecturer writes a formula:
$$f_{Y_k}(t) delta = P(t leq Y_k leq t+delta)$$
This is awesome. What is a rigorous, general way of writing this? Is it true that for any random variable $X$, its pmf is linked to its pdf by the following?
$$f_X(x) dx = P(x <= X <= x + dx) + o(dx^2)$$
? I just made that up that small o, because I read somewhere that $f_X(x) dx$ is only an approximation of the RHS.
probability
$endgroup$
add a comment |
$begingroup$
Watching MIT's poisson process lecture. And the lecturer writes a formula:
$$f_{Y_k}(t) delta = P(t leq Y_k leq t+delta)$$
This is awesome. What is a rigorous, general way of writing this? Is it true that for any random variable $X$, its pmf is linked to its pdf by the following?
$$f_X(x) dx = P(x <= X <= x + dx) + o(dx^2)$$
? I just made that up that small o, because I read somewhere that $f_X(x) dx$ is only an approximation of the RHS.
probability
$endgroup$
add a comment |
$begingroup$
Watching MIT's poisson process lecture. And the lecturer writes a formula:
$$f_{Y_k}(t) delta = P(t leq Y_k leq t+delta)$$
This is awesome. What is a rigorous, general way of writing this? Is it true that for any random variable $X$, its pmf is linked to its pdf by the following?
$$f_X(x) dx = P(x <= X <= x + dx) + o(dx^2)$$
? I just made that up that small o, because I read somewhere that $f_X(x) dx$ is only an approximation of the RHS.
probability
$endgroup$
Watching MIT's poisson process lecture. And the lecturer writes a formula:
$$f_{Y_k}(t) delta = P(t leq Y_k leq t+delta)$$
This is awesome. What is a rigorous, general way of writing this? Is it true that for any random variable $X$, its pmf is linked to its pdf by the following?
$$f_X(x) dx = P(x <= X <= x + dx) + o(dx^2)$$
? I just made that up that small o, because I read somewhere that $f_X(x) dx$ is only an approximation of the RHS.
probability
probability
edited Mar 24 at 13:42
i squared - Keep it Real
asked Mar 24 at 12:48
i squared - Keep it Reali squared - Keep it Real
1,63211128
1,63211128
add a comment |
add a comment |
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