First order variation in PDF
- From: JunoExpress <MTBrenneman@xxxxxxxxx>
- Date: Sun, 12 Oct 2008 22:24:09 -0700 (PDT)
Hi,
Consider a pdf having compact support on [-X,+X] for some given
positive real X, that is a function of a real parameter c.
When c=0, the pdf is symmetric about x=0 and the pdf takes a very
simple form.
When c is non-zero, the form of the pdf is non-zymmetric about x=0
becomes quite complicated.
I want to understand the effect c has when it is small but non-zero,
on the bias of x.
One way I considered was to construct an approximation to the pdf:
(1) f(x,c) \approx f(x,o) + c (df/dc)at c=0
Now the RHS of (1) integrates to 1, but it is probably not a pdf
(since it is not obvious the first order approx is non-negative). This
bothers me somewhat, and has me wondering if this is the correct way
to approach this problem. Any suggestions?
TIA,
Matt
.
- Prev by Date: Re: what is it?
- Next by Date: Merits of Islam in the Relationship Between Men &Women
- Previous by thread: what is it?
- Next by thread: Merits of Islam in the Relationship Between Men &Women
- Index(es):
Relevant Pages
|
