Distributional derivative of one-parameter family of distributions

In summary, the conversation discusses one-parameter families of distributions and linear differential operators acting on them. It also mentions the definition of derivatives for distributions and the multiplication of smooth functions with distributions. The question posed is about the equality between the action of a linear differential operator on a function defined by a distribution and the action of that operator on the distribution itself.
  • #1
Only a Mirage
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Suppose, for a suitable class of real-valued test functions [itex]T(\mathbb{R}^n)[/itex], that [itex]\{G_x\}[/itex] is a one-parameter family of distributions. That is, [itex]\forall x \in \mathbb{R}^n, G_x: T(\mathbb{R}^n) \to \mathbb{R}[/itex].

Now, suppose [itex]L[/itex] is a linear differential operator. That is, [itex]\forall g \in T(\mathbb{R}^n)[/itex] makes sense in terms of the normal definitions of derivates (assuming, of course, that [itex]g[/itex] is sufficiently smooth). [itex]L[/itex] also has meaning when acting on distributions by interpreting all derivatives as distributional derivatives. For example, the derivative of the distribution [itex] \frac{\partial}{\partial x_i} G_{x_0} [/itex] is defined by: [itex]\forall g \in T(\mathbb{R}^n), \frac{\partial}{\partial x_i} G_{x_0}(g) = G_{x_0}(- \frac{\partial}{\partial x_i}g)[/itex].

Note that smooth functions can multiply distributions to form a new distribution in the following way. Suppose [itex]f:\mathbb{R}^n \to \mathbb{R}[/itex] is a smooth function. Then [itex]f G_x[/itex] is defined by: [itex]\forall g \in T(\mathbb{R}^n), (f G_x) (g) = G_x(f g) [/itex]

These facts give [itex]L G_x[/itex] meaning.

Also, for fixed [itex]g \in T(\mathbb{R}^n)[/itex], [itex] (x \mapsto G_x (g)) [/itex] is a possibly (non-smooth?) function. Define the function [itex]\psi_g : \mathbb{R}^n \to \mathbb{R}[/itex] by [itex]\psi_g (x) = G_x(g) [/itex]

Now, here is my question: When is the following equality true?

[tex] L (\psi_g) (x_0) = (L G_{x_0}) (g), \forall x_0 \in \mathbb{R}^n [/tex]
 
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  • #2
I'm sorry you are not generating any responses at the moment. Is there any additional information you can share with us? Any new findings?
 

1. What is the distributional derivative of a one-parameter family of distributions?

The distributional derivative of a one-parameter family of distributions is a mathematical concept used in probability theory and statistics to describe the rate of change of a probability distribution with respect to a parameter. It is a generalization of the ordinary derivative in calculus and is used to study the behavior of probability distributions as the underlying parameters change.

2. How is the distributional derivative calculated?

The distributional derivative is calculated using the concept of functional derivatives, which is a mathematical tool used to calculate the derivative of a functional (a function that maps a set of functions to real numbers). In the case of a one-parameter family of distributions, the functional is the probability distribution itself, and the derivative is taken with respect to the underlying parameter.

3. What is the significance of the distributional derivative in statistics?

The distributional derivative is a useful tool in statistics because it allows us to study the behavior of probability distributions as the underlying parameters change. This can help us understand how different factors affect the shape, location, and spread of a distribution, and can aid in making predictions and drawing conclusions from data.

4. Can the distributional derivative be negative?

Yes, the distributional derivative can be negative. It represents the direction and magnitude of change in a probability distribution with respect to a parameter, so it can be positive, negative, or zero depending on the specific distribution and parameter being considered.

5. How is the distributional derivative related to the concept of moments in statistics?

The distributional derivative is closely related to the concept of moments in statistics. Moments are a set of descriptive statistics that quantify the shape, location, and spread of a probability distribution. The distributional derivative can be used to calculate the moments of a distribution by taking higher derivatives with respect to the parameters.

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