coupling of distributions vs joint distributions Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Joint distribution by independent distributionsCan conditional distributions determine the joint distribution?Random variables with equal joint distributions have equal marginal distributions?When is a coupling ''natural''?Joint distribution of dependent Bernoulli Random variablesIndependence of random variables.Moving from one Coupling to anotherMarkov kernels between distributionsGiven two marginal distributions are they consistent with an underlying joint distribution?Joint PDF from Copula
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coupling of distributions vs joint distributions
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Joint distribution by independent distributionsCan conditional distributions determine the joint distribution?Random variables with equal joint distributions have equal marginal distributions?When is a coupling ''natural''?Joint distribution of dependent Bernoulli Random variablesIndependence of random variables.Moving from one Coupling to anotherMarkov kernels between distributionsGiven two marginal distributions are they consistent with an underlying joint distribution?Joint PDF from Copula
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For continuoues variables, how is a coupling of two distributions different from their joint distribution? Are they the same concepts?
Update: Coupling is the same as defining a joint distribution on the Cartesian product space of the supports of original random variables, in a way that marginals of the defined joint distribution are equal to the original random variables. What am I missing?
probability probability-distributions coupling
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add a comment |
$begingroup$
For continuoues variables, how is a coupling of two distributions different from their joint distribution? Are they the same concepts?
Update: Coupling is the same as defining a joint distribution on the Cartesian product space of the supports of original random variables, in a way that marginals of the defined joint distribution are equal to the original random variables. What am I missing?
probability probability-distributions coupling
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1
$begingroup$
Coupling of distributions has no relation to joint distributions. Coupling refers to taking random variables defined on different prob. spaces on putting equivalent variables (same distribution) on a single prob. space. en.wikipedia.org/wiki/Coupling_(probability)
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– herb steinberg
Mar 25 at 21:39
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Even your explanation still seems like defining a joint distribution on the product space of the supports of original random variables, in a way that marginals of the defined joint distribution are equal to the original random variables. What am I missing?
$endgroup$
– user25004
Mar 25 at 23:08
$begingroup$
My understanding is that coupling means defining random variables on the same probability space with the same distribution as those on separate spaces. This is my reading of the wikipedia reference. I personally am not familiar with the term "coupling distributions"..
$endgroup$
– herb steinberg
Mar 26 at 2:50
add a comment |
$begingroup$
For continuoues variables, how is a coupling of two distributions different from their joint distribution? Are they the same concepts?
Update: Coupling is the same as defining a joint distribution on the Cartesian product space of the supports of original random variables, in a way that marginals of the defined joint distribution are equal to the original random variables. What am I missing?
probability probability-distributions coupling
$endgroup$
For continuoues variables, how is a coupling of two distributions different from their joint distribution? Are they the same concepts?
Update: Coupling is the same as defining a joint distribution on the Cartesian product space of the supports of original random variables, in a way that marginals of the defined joint distribution are equal to the original random variables. What am I missing?
probability probability-distributions coupling
probability probability-distributions coupling
edited Mar 26 at 14:00
user25004
asked Mar 25 at 21:04
user25004user25004
1,45011637
1,45011637
1
$begingroup$
Coupling of distributions has no relation to joint distributions. Coupling refers to taking random variables defined on different prob. spaces on putting equivalent variables (same distribution) on a single prob. space. en.wikipedia.org/wiki/Coupling_(probability)
$endgroup$
– herb steinberg
Mar 25 at 21:39
$begingroup$
Even your explanation still seems like defining a joint distribution on the product space of the supports of original random variables, in a way that marginals of the defined joint distribution are equal to the original random variables. What am I missing?
$endgroup$
– user25004
Mar 25 at 23:08
$begingroup$
My understanding is that coupling means defining random variables on the same probability space with the same distribution as those on separate spaces. This is my reading of the wikipedia reference. I personally am not familiar with the term "coupling distributions"..
$endgroup$
– herb steinberg
Mar 26 at 2:50
add a comment |
1
$begingroup$
Coupling of distributions has no relation to joint distributions. Coupling refers to taking random variables defined on different prob. spaces on putting equivalent variables (same distribution) on a single prob. space. en.wikipedia.org/wiki/Coupling_(probability)
$endgroup$
– herb steinberg
Mar 25 at 21:39
$begingroup$
Even your explanation still seems like defining a joint distribution on the product space of the supports of original random variables, in a way that marginals of the defined joint distribution are equal to the original random variables. What am I missing?
$endgroup$
– user25004
Mar 25 at 23:08
$begingroup$
My understanding is that coupling means defining random variables on the same probability space with the same distribution as those on separate spaces. This is my reading of the wikipedia reference. I personally am not familiar with the term "coupling distributions"..
$endgroup$
– herb steinberg
Mar 26 at 2:50
1
1
$begingroup$
Coupling of distributions has no relation to joint distributions. Coupling refers to taking random variables defined on different prob. spaces on putting equivalent variables (same distribution) on a single prob. space. en.wikipedia.org/wiki/Coupling_(probability)
$endgroup$
– herb steinberg
Mar 25 at 21:39
$begingroup$
Coupling of distributions has no relation to joint distributions. Coupling refers to taking random variables defined on different prob. spaces on putting equivalent variables (same distribution) on a single prob. space. en.wikipedia.org/wiki/Coupling_(probability)
$endgroup$
– herb steinberg
Mar 25 at 21:39
$begingroup$
Even your explanation still seems like defining a joint distribution on the product space of the supports of original random variables, in a way that marginals of the defined joint distribution are equal to the original random variables. What am I missing?
$endgroup$
– user25004
Mar 25 at 23:08
$begingroup$
Even your explanation still seems like defining a joint distribution on the product space of the supports of original random variables, in a way that marginals of the defined joint distribution are equal to the original random variables. What am I missing?
$endgroup$
– user25004
Mar 25 at 23:08
$begingroup$
My understanding is that coupling means defining random variables on the same probability space with the same distribution as those on separate spaces. This is my reading of the wikipedia reference. I personally am not familiar with the term "coupling distributions"..
$endgroup$
– herb steinberg
Mar 26 at 2:50
$begingroup$
My understanding is that coupling means defining random variables on the same probability space with the same distribution as those on separate spaces. This is my reading of the wikipedia reference. I personally am not familiar with the term "coupling distributions"..
$endgroup$
– herb steinberg
Mar 26 at 2:50
add a comment |
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$begingroup$
Coupling of distributions has no relation to joint distributions. Coupling refers to taking random variables defined on different prob. spaces on putting equivalent variables (same distribution) on a single prob. space. en.wikipedia.org/wiki/Coupling_(probability)
$endgroup$
– herb steinberg
Mar 25 at 21:39
$begingroup$
Even your explanation still seems like defining a joint distribution on the product space of the supports of original random variables, in a way that marginals of the defined joint distribution are equal to the original random variables. What am I missing?
$endgroup$
– user25004
Mar 25 at 23:08
$begingroup$
My understanding is that coupling means defining random variables on the same probability space with the same distribution as those on separate spaces. This is my reading of the wikipedia reference. I personally am not familiar with the term "coupling distributions"..
$endgroup$
– herb steinberg
Mar 26 at 2:50