Sklar's theorem
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Does Sklar's theorem basically say that any arbitrary joint probability distribution of $N$ random variables can be 'normalized' by mapping it onto a joint distribution over an $N$-dimensional unit cube with uniform marginal distributions over $[0,1]^N$?
real-analysis probability-theory
edited Aug 26 at 9:25
Bernard
111k635103
asked Aug 26 at 5:49
eSurfsnake
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Does Sklar's theorem basically say that any arbitrary joint probability distribution of $N$ random variables can be 'normalized' by mapping it onto a joint distribution over an $N$-dimensional unit cube with uniform marginal distributions over $[0,1]^N$?
real-analysis probability-theory
edited Aug 26 at 9:25
Bernard
111k635103
asked Aug 26 at 5:49
eSurfsnake
2949
This is a rather straightforward conclusion of the quantile transform. I didn't know it has a name, but yes, the meaning is this.
– zhoraster
Aug 26 at 7:35
OK, I believe you...but if it is a rather straightforward result, why did it take until 1959 for it to be called out and proven?
– eSurfsnake
Aug 27 at 7:17
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
Does Sklar's theorem basically say that any arbitrary joint probability distribution of $N$ random variables can be 'normalized' by mapping it onto a joint distribution over an $N$-dimensional unit cube with uniform marginal distributions over $[0,1]^N$?
real-analysis probability-theory
edited Aug 26 at 9:25
Bernard
111k635103
asked Aug 26 at 5:49
eSurfsnake
2949
Does Sklar's theorem basically say that any arbitrary joint probability distribution of $N$ random variables can be 'normalized' by mapping it onto a joint distribution over an $N$-dimensional unit cube with uniform marginal distributions over $[0,1]^N$?
real-analysis probability-theory
edited Aug 26 at 9:25
Bernard
111k635103
asked Aug 26 at 5:49
eSurfsnake
2949
edited Aug 26 at 9:25
Bernard
111k635103
edited Aug 26 at 9:25
Bernard
111k635103
edited Aug 26 at 9:25
Bernard
111k635103
111k635103
asked Aug 26 at 5:49
eSurfsnake
2949
asked Aug 26 at 5:49
eSurfsnake
2949
asked Aug 26 at 5:49
eSurfsnake
2949
2949
This is a rather straightforward conclusion of the quantile transform. I didn't know it has a name, but yes, the meaning is this.
– zhoraster
Aug 26 at 7:35
OK, I believe you...but if it is a rather straightforward result, why did it take until 1959 for it to be called out and proven?
– eSurfsnake
Aug 27 at 7:17
add a comment |Â
This is a rather straightforward conclusion of the quantile transform. I didn't know it has a name, but yes, the meaning is this.
– zhoraster
Aug 26 at 7:35
OK, I believe you...but if it is a rather straightforward result, why did it take until 1959 for it to be called out and proven?
– eSurfsnake
Aug 27 at 7:17
This is a rather straightforward conclusion of the quantile transform. I didn't know it has a name, but yes, the meaning is this.
– zhoraster
Aug 26 at 7:35
This is a rather straightforward conclusion of the quantile transform. I didn't know it has a name, but yes, the meaning is this.
– zhoraster
Aug 26 at 7:35
OK, I believe you...but if it is a rather straightforward result, why did it take until 1959 for it to be called out and proven?
– eSurfsnake
Aug 27 at 7:17
OK, I believe you...but if it is a rather straightforward result, why did it take until 1959 for it to be called out and proven?
– eSurfsnake
Aug 27 at 7:17
add a comment |Â
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This is a rather straightforward conclusion of the quantile transform. I didn't know it has a name, but yes, the meaning is this.
– zhoraster
Aug 26 at 7:35
OK, I believe you...but if it is a rather straightforward result, why did it take until 1959 for it to be called out and proven?
– eSurfsnake
Aug 27 at 7:17