Xi'an's Og

A revealing [and interesting] question on X validated about ε’s… The question was about the apparent contradiction in writing Normal random variates as the sum of their mean and of a random noise ε in the context of the bivariate Normal variate (x,y), since using the marginal x conditional decomposition led to two different sets of ε’s. Which did not seem to agree. I replied about these ε’s having to live in different σ-algebras, but this reminded me of some paradoxes found in fiducial analysis through this incautious manipulation of ε’s…

This entry was posted on October 25, 2017 at 12:17 am and is filed under Kids, pictures, Statistics, University life with tags conditional probability, cross validated, fiducial inference, it's greek to me, σ-algebra, random variates, students. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.