- #1
peter.a
- 21
- 0
What is an induced measure?
I have seen the formal definition many times i am trying to get a grasp of this concept.
Does an induced measure mean that we can view the measure associated with a random variable as some co-ordinate function defined on R?
Is it the cdf?
I have seen the formal definition many times i am trying to get a grasp of this concept.
Does an induced measure mean that we can view the measure associated with a random variable as some co-ordinate function defined on R?
Is it the cdf?
Last edited by a moderator: