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












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$begingroup$


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.










share|cite|improve this question











$endgroup$

















    1












    $begingroup$


    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.










    share|cite|improve this question











    $endgroup$















      1












      1








      1





      $begingroup$


      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.










      share|cite|improve this question











      $endgroup$




      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






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      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






















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