By-products of arbitrary variables

As an adhere to up to algebra-of-random-variables, is it feasible to calculate:

$z = \frac{dx}{dy}$

Where $x$ and also $y$ are attracted from a recognized, independent probability circulation $x \in f(x)$, $y \in g(y)$? Geometrically the trouble makes good sense, one has a function $h(x,y) = f(x)g(y)$ that is the joint probability circulation and also we are basically requesting for the slope along one instructions. I can get this to the expression ($z \in q(z)$) :

$q(z) = \int f(x) g( \int{[z dx]} ) ( \frac{d}{dz} \int{[z dx]} ) dx$

Yet I'm not fairly certain what to construct from this, or perhaps just how to calculate it offered details PDF's.

MODIFY: For simpleness, think all the PDF's taken into consideration are continual and also smooth.

2019-05-07 00:38:24
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Answers: 2

You can take a by-product of a function $x$ relative to among its variables and also the function needs to be smooth w.r.t. this parameter. If $x$ is being attracted from a set of smooth features after that it is absolutely feasible to take into consideration the by-product of an arbitrary variable $x$.

Nonetheless, I'm actually not exactly sure what $\frac{dx}{dy}$ would certainly also suggest in your instance.

2019-05-08 21:27:05

Radon - Nikodym by-product of the actions stood for by variables $x$ and also $y$ is one response to your inquiry, and also is rather comparable to the thinking you laid out concerning an item thickness $h(x,y)=f(x)g(y)$. For "adjustment in $x$ per adjustment in $y$" you probably desire the relationship coefficient (increased by typical inconsistency of $x$).

2019-05-08 21:24:52