Now assume the value of f(x, y) is fixed, but y can change, can we
prove that any nonzero x in R is equally likely to be mapped to f(x,y)?
How?
My feeling is that the "probability" that x is mapped to a given f(x,y)
is 1/infinite because
1) any x can be mapped to infinite number of f(x,y) when y is randomly
chosen from R
2) for any x there is only one y that can give the fixed value f(x,y)
However, it seems weird if the probability = 1/infinite = 0. Looks
like I am talking about the probability of an individual outcome of a
continuous random variable. I got confused.
Any comments/thoughts?
Thanks a lot
Roy
This statement is meaningless as it stands.
>How?
>
>My feeling is that the "probability" that x is mapped to a given f(x,y)
>is 1/infinite because
>1) any x can be mapped to infinite number of f(x,y) when y is randomly
>chosen from R
>2) for any x there is only one y that can give the fixed value f(x,y)
>
>However, it seems weird if the probability = 1/infinite = 0. Looks
>like I am talking about the probability of an individual outcome of a
>continuous random variable. I got confused.
Yes, you did. First of all, "randomly chosen from R" has no meaning
unless you specify a probability distribution. If you fix a nonzero
value k for the product and you choose Y from a continuous distribution,
then X = k/Y also has a continuous distribution, and so the probability
that X takes any particular value is 0.
Robert Israel isr...@math.ubc.ca
Department of Mathematics http://www.math.ubc.ca/~israel
University of British Columbia Vancouver, BC, Canada
There is no such thing as a uniform distribution on the whole real
line.
You could take the next-best thing as a sequence of distributions that
approach uniformity in the sense that the ratios of densities
f(a)/f(b) -> 1 for every a and b. But if you take such a sequence of
distributions for Y, the corresponding distributions for X will not
approach uniformity.
If Y has a distribution with density f_Y, then X = k/Y has density
f_X(x) = k/x^2 f_Y(k/x). So if f_Y(a)/f_Y(b) -> 1 for every a and b,
f_X(a)/f_X(b) -> b^2/a^2.
There's no such thing as a uniform distribution on R. (That's why
he said you needed to specify a disytibution - if there were such
a thing as a uniform distribution on R then people would assume
that that was what was meant when someone said something about
a "random" real number.)
************************
David C. Ullrich
Thanks
Roy