Separation of variables for Named Probability Density Distributions

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SUMMARY

The discussion centers on the conditions under which a joint probability density distribution, denoted as ##P(\vec{x})##, can be expressed as the product of individual distributions ##P_1(x_1) P_2(x_2) ... P_n(x_n)##. The key conclusion is that this factorization is determined by the independence of the variables involved. A comprehensive list of named distributions relevant to this topic can be found in the "Distributions Handbook" available at Rice University.

PREREQUISITES
  • Understanding of probability density functions
  • Familiarity with the concept of independence in statistics
  • Knowledge of named probability distributions
  • Basic mathematical skills for manipulating equations
NEXT STEPS
  • Research the properties of independence in probability theory
  • Explore the "Distributions Handbook" for a complete list of named distributions
  • Study the implications of factorization in joint probability distributions
  • Learn about the exponential family of distributions and their characteristics
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This discussion is beneficial for statisticians, data scientists, and researchers involved in probability theory and statistical modeling, particularly those interested in the properties of probability distributions and their applications.

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TL;DR
What are the named Probability Density Distributions for which separation of variables can be performed?
Given a probability density distribution ##P(\vec{x})##, for what named distributions is the following true:
\begin{equation}
\begin{split}
P(\vec{x}) &= P_1(x_1) P_2(x_2) ... P_n(x_n)
\end{split}
\end{equation}
 
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Do you think that that equality is determined by the distribution or by some property of ## \vec{x} ##?

Do you have a complete list of 'named distributions'?
 
So what condition is necessary and sufficient for ## P(x_1, x_2, ... ,x_n) = P_1(x_1) P_2(x_2) ... P_n(x_n) ##?
 
pbuk said:
So what condition is necessary and sufficient for ## P(x_1, x_2, ... ,x_n) = P_1(x_1) P_2(x_2) ... P_n(x_n) ##?
Independence
 
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