Recent content by architect

Find upper limit of improper integral -- Numerical Integration Hi, I have the following complicated integral willing to integrate numerically. The integral is: \int _0^{\infty }x\frac{\beta^\alpha}{\Gamma(\alpha)}x^{-\alpha-1}e^{-\beta/x}dx . We know that the integral converges to...

Yes, p is a parameter of the distribution and the plot is the result of computing and not simulation. This is exactly what I am trying to achieve. This is the reason that I proposed the comparison with the entropy of one of the random variables, in order to give some criteria for what...

Dear Stephen, thanks for your reply. Your question with regards to the measure of error I think is answered by the mutual information itself, since the mutual information can be expressed as the Kullback-Leibler divergence, indicating the "distance" between two distributions. My intention is to...

Stephen, is there any way to thank you and acknowledge your help in the forum? Best Regards, Alex

Stephen, thanks once more for your time and reply. As I can understand what you propose is not far away from what I initially thought, but please correct me. As mentioned in my first post, left-truncating the distribution will probably give us the desired result. A truncated distribution...

Stephen, thanks for your reply. Let me please describe my problem with a little more detail. My aim here is to distribute a set of points in 2D space under the Gaussian model and subsequently obtain the joint distribution in polar coordinates, i.e. r, phi. However, the problem is that the...

Dear all, I have a problem in understanding how to bound a Gaussian distribution. LEt me describe the problem at hand: Let's say that we have a Gaussian distribution in the x-coordinate and a Gaussian distribution in the y-coordinate. Further, assume that the independent random variables x...

Further, to this question I would like to ask for some more details please regarding the interpretation of a mutual information graph. As mentioned in all replies: "the product of marginals is the joint under an independence assumption. Comparisons between the joint and the product-of-marginals...

No unfortunately we cannot factor the joint distribution into two marginal densities since the two random variables are not independent. Also, I am not working with experimental data. To be more precise the joint density function that I am dealing with is the one obtained after the...

Firstly, I would like to thank you for your replies. In other words (and as alexfloo pointed out) the product of two marginal densities that have been obtained from a known joint density function by means of integration tell us nothing about the original density itself. However, when...

Hi, I am trying to find out what would be the significance of the result of multiplication of two marginal densities that originate from the integration of the a joint density function that connects them. To be more specific let's say we have a joint density function of two random variables...

thanks for your replies. I will give it a try!

Hi, I am interested in the product of a Gaussian random variable with itself. If X is Gaussian then what is X^2? We know that the resultant variable of the product of two independent Guassian variables is still Gaussian but I am afraid that this is not true when you multiply it with itself. Is...

Thanks for your help. Appreciated! BR, Alex

Hi, I would like to ask a question please. Assume we have a random vector X that is distributed under the Gaussian model and take the inner product of this vector and another constant vector d. Will the source distribution (Gaussian) remain the same? My intuition (although I might be...