What does it exactly mean if a random variable follows a distribution The 2019 Stack Overflow Developer Survey Results Are InWhat is meant by a “random variable”?What is meant by using a probability distribution to model the output data for a regression problem?What does truncated distribution mean?What does “chi” mean and come from in “chi-squared distribution”?What exactly is a distribution?If $X$ and $Y$ are normally distributed random variables, what kind of distribution their sum follows?“Let random variables $X_1,dots, X_n$ be a iid random sample from $f(x)$” - what does it mean?What does it mean to have a probability as random variable?What does it mean by error has a Gaussian Distribution?what exactly does it mean when we say “Let $X_1, X_2 …$ be iid random variables”Mean and S.D of Normal distributionWhat does it mean to generate a random variable from a distribution when random variable is a function?
Why did Acorn's A3000 have red function keys?
What is the meaning of the verb "bear" in this context?
Did Scotland spend $250,000 for the slogan "Welcome to Scotland"?
How to answer pointed "are you quitting" questioning when I don't want them to suspect
Who coined the term "madman theory"?
Looking for Correct Greek Translation for Heraclitus
What could be the right powersource for 15 seconds lifespan disposable giant chainsaw?
"as much details as you can remember"
What do hard-Brexiteers want with respect to the Irish border?
Button changing it's text & action. Good or terrible?
Can one be advised by a professor who is very far away?
Interpreting the 2019 New York Reproductive Health Act?
Where to refill my bottle in India?
Is a "Democratic" Oligarchy-Style System Possible?
Did Section 31 appear in Star Trek: The Next Generation?
Feature engineering suggestion required
Ubuntu Server install with full GUI
Output the Arecibo Message
Should I use my personal e-mail address, or my workplace one, when registering to external websites for work purposes?
Falsification in Math vs Science
Is bread bad for ducks?
Am I thawing this London Broil safely?
What does Linus Torvalds mean when he says that Git "never ever" tracks a file?
Why isn't the circumferential light around the M87 black hole's event horizon symmetric?
What does it exactly mean if a random variable follows a distribution
The 2019 Stack Overflow Developer Survey Results Are InWhat is meant by a “random variable”?What is meant by using a probability distribution to model the output data for a regression problem?What does truncated distribution mean?What does “chi” mean and come from in “chi-squared distribution”?What exactly is a distribution?If $X$ and $Y$ are normally distributed random variables, what kind of distribution their sum follows?“Let random variables $X_1,dots, X_n$ be a iid random sample from $f(x)$” - what does it mean?What does it mean to have a probability as random variable?What does it mean by error has a Gaussian Distribution?what exactly does it mean when we say “Let $X_1, X_2 …$ be iid random variables”Mean and S.D of Normal distributionWhat does it mean to generate a random variable from a distribution when random variable is a function?
.everyoneloves__top-leaderboard:empty,.everyoneloves__mid-leaderboard:empty,.everyoneloves__bot-mid-leaderboard:empty margin-bottom:0;
$begingroup$
Imagine there's a random variable such as $ε$. Then we say that $ε$ is i.i.d and follows a normal distribution with mean $0$ and variance $σ^2$.
What does this mean? Is this not a variable anymore? Is this a function now? I see this in most books and such but I'm still unclear what exactly it means or what it does and etc.
In terms of regression, I know this variable is basically the random errors, but what does it mean if this vector of random errors follows a normal distribution?
regression distributions normal-distribution random-variable
New contributor
$endgroup$
add a comment |
$begingroup$
Imagine there's a random variable such as $ε$. Then we say that $ε$ is i.i.d and follows a normal distribution with mean $0$ and variance $σ^2$.
What does this mean? Is this not a variable anymore? Is this a function now? I see this in most books and such but I'm still unclear what exactly it means or what it does and etc.
In terms of regression, I know this variable is basically the random errors, but what does it mean if this vector of random errors follows a normal distribution?
regression distributions normal-distribution random-variable
New contributor
$endgroup$
2
$begingroup$
Does this help stats.stackexchange.com/a/54894/35989? Or maybe this stats.stackexchange.com/questions/194558/… ?
$endgroup$
– Tim♦
2 days ago
add a comment |
$begingroup$
Imagine there's a random variable such as $ε$. Then we say that $ε$ is i.i.d and follows a normal distribution with mean $0$ and variance $σ^2$.
What does this mean? Is this not a variable anymore? Is this a function now? I see this in most books and such but I'm still unclear what exactly it means or what it does and etc.
In terms of regression, I know this variable is basically the random errors, but what does it mean if this vector of random errors follows a normal distribution?
regression distributions normal-distribution random-variable
New contributor
$endgroup$
Imagine there's a random variable such as $ε$. Then we say that $ε$ is i.i.d and follows a normal distribution with mean $0$ and variance $σ^2$.
What does this mean? Is this not a variable anymore? Is this a function now? I see this in most books and such but I'm still unclear what exactly it means or what it does and etc.
In terms of regression, I know this variable is basically the random errors, but what does it mean if this vector of random errors follows a normal distribution?
regression distributions normal-distribution random-variable
regression distributions normal-distribution random-variable
New contributor
New contributor
New contributor
asked 2 days ago
Hello MellowHello Mellow
62
62
New contributor
New contributor
2
$begingroup$
Does this help stats.stackexchange.com/a/54894/35989? Or maybe this stats.stackexchange.com/questions/194558/… ?
$endgroup$
– Tim♦
2 days ago
add a comment |
2
$begingroup$
Does this help stats.stackexchange.com/a/54894/35989? Or maybe this stats.stackexchange.com/questions/194558/… ?
$endgroup$
– Tim♦
2 days ago
2
2
$begingroup$
Does this help stats.stackexchange.com/a/54894/35989? Or maybe this stats.stackexchange.com/questions/194558/… ?
$endgroup$
– Tim♦
2 days ago
$begingroup$
Does this help stats.stackexchange.com/a/54894/35989? Or maybe this stats.stackexchange.com/questions/194558/… ?
$endgroup$
– Tim♦
2 days ago
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
I.I.D. means independent and identically distributed, so $epsilon$ is a vector of component random variables with the same distribution.
The meaning of "A follows an X distribution" is equivalent to saying that it "has a distribution," which is to say that it is a random quantity that can be determined only in probability.
In the example of regression that you refer to, $Y=f(X) + epsilon; epsilon stackreli.i.d.sim N(0,sigma^2)$, so the response variable $Y$ is equal to some function of the independent $X$ on average, and errors are normally distributed with mean zero, i.e. the observed $Y$ is not exactly $f(X)$.
$endgroup$
add a comment |
$begingroup$
A random variable $varepsilon sim mathrmN(0,sigma^2)$ is not the kind of variable considered when thinking about function arguments or solving equations, but actually represents the outcome of a random experiment. (Mathematically rigorously, but not so important, one would say: it is a function mapping from a sample space into the space in which the random variable lives.)
How can this be understood? A probability measure, like $mathrmN(0,sigma^2)$ assigns values to sets, so-called events. In this case, the probability of $varepsilon$ ending up in a set $A$ has probability
$$
mathrmN(0,sigma^2)(A) = int_A frac1sqrt2pisigma^2expleft(-frac12sigma^2 |x |^2 right) mathrmdx.
$$
That means, if you repeatedly saw i.i.d. (independent and identically distributed) $varepsilon$'s, they would (in the large data limit) on average end up in $A$, precisely $mathrmN(0,sigma^2)(A)cdot 100 %$ of the time.
$endgroup$
$begingroup$
How is it not a random variable? It has a distribution, so it is a random variable.
$endgroup$
– Tim♦
2 days ago
$begingroup$
It is a random variable, but not a „variable“ how we typically understand it.
$endgroup$
– Jonas
2 days ago
$begingroup$
That is..? What do you mean by variable?
$endgroup$
– Tim♦
2 days ago
$begingroup$
Like an unknown value with respect to which we want to solve an equation, or the argument of a function taking values in a given set. A random variable is a measurable function from a probability space to a measurable space. To me, those are completely different concepts; even if they appear similar.
$endgroup$
– Jonas
2 days ago
1
$begingroup$
When you see "variable" mentioned in probability theory text, they usually mean "random variable". Also "variable" in statistics means something else then in algebra. So it would be best if you could edit and make it more precise what kind of "variable" the random variable is not.
$endgroup$
– Tim♦
yesterday
add a comment |
Your Answer
StackExchange.ifUsing("editor", function ()
return StackExchange.using("mathjaxEditing", function ()
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
);
);
, "mathjax-editing");
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "65"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: false,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: null,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Hello Mellow is a new contributor. Be nice, and check out our Code of Conduct.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f401904%2fwhat-does-it-exactly-mean-if-a-random-variable-follows-a-distribution%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
I.I.D. means independent and identically distributed, so $epsilon$ is a vector of component random variables with the same distribution.
The meaning of "A follows an X distribution" is equivalent to saying that it "has a distribution," which is to say that it is a random quantity that can be determined only in probability.
In the example of regression that you refer to, $Y=f(X) + epsilon; epsilon stackreli.i.d.sim N(0,sigma^2)$, so the response variable $Y$ is equal to some function of the independent $X$ on average, and errors are normally distributed with mean zero, i.e. the observed $Y$ is not exactly $f(X)$.
$endgroup$
add a comment |
$begingroup$
I.I.D. means independent and identically distributed, so $epsilon$ is a vector of component random variables with the same distribution.
The meaning of "A follows an X distribution" is equivalent to saying that it "has a distribution," which is to say that it is a random quantity that can be determined only in probability.
In the example of regression that you refer to, $Y=f(X) + epsilon; epsilon stackreli.i.d.sim N(0,sigma^2)$, so the response variable $Y$ is equal to some function of the independent $X$ on average, and errors are normally distributed with mean zero, i.e. the observed $Y$ is not exactly $f(X)$.
$endgroup$
add a comment |
$begingroup$
I.I.D. means independent and identically distributed, so $epsilon$ is a vector of component random variables with the same distribution.
The meaning of "A follows an X distribution" is equivalent to saying that it "has a distribution," which is to say that it is a random quantity that can be determined only in probability.
In the example of regression that you refer to, $Y=f(X) + epsilon; epsilon stackreli.i.d.sim N(0,sigma^2)$, so the response variable $Y$ is equal to some function of the independent $X$ on average, and errors are normally distributed with mean zero, i.e. the observed $Y$ is not exactly $f(X)$.
$endgroup$
I.I.D. means independent and identically distributed, so $epsilon$ is a vector of component random variables with the same distribution.
The meaning of "A follows an X distribution" is equivalent to saying that it "has a distribution," which is to say that it is a random quantity that can be determined only in probability.
In the example of regression that you refer to, $Y=f(X) + epsilon; epsilon stackreli.i.d.sim N(0,sigma^2)$, so the response variable $Y$ is equal to some function of the independent $X$ on average, and errors are normally distributed with mean zero, i.e. the observed $Y$ is not exactly $f(X)$.
answered 2 days ago
HStamperHStamper
1,114612
1,114612
add a comment |
add a comment |
$begingroup$
A random variable $varepsilon sim mathrmN(0,sigma^2)$ is not the kind of variable considered when thinking about function arguments or solving equations, but actually represents the outcome of a random experiment. (Mathematically rigorously, but not so important, one would say: it is a function mapping from a sample space into the space in which the random variable lives.)
How can this be understood? A probability measure, like $mathrmN(0,sigma^2)$ assigns values to sets, so-called events. In this case, the probability of $varepsilon$ ending up in a set $A$ has probability
$$
mathrmN(0,sigma^2)(A) = int_A frac1sqrt2pisigma^2expleft(-frac12sigma^2 |x |^2 right) mathrmdx.
$$
That means, if you repeatedly saw i.i.d. (independent and identically distributed) $varepsilon$'s, they would (in the large data limit) on average end up in $A$, precisely $mathrmN(0,sigma^2)(A)cdot 100 %$ of the time.
$endgroup$
$begingroup$
How is it not a random variable? It has a distribution, so it is a random variable.
$endgroup$
– Tim♦
2 days ago
$begingroup$
It is a random variable, but not a „variable“ how we typically understand it.
$endgroup$
– Jonas
2 days ago
$begingroup$
That is..? What do you mean by variable?
$endgroup$
– Tim♦
2 days ago
$begingroup$
Like an unknown value with respect to which we want to solve an equation, or the argument of a function taking values in a given set. A random variable is a measurable function from a probability space to a measurable space. To me, those are completely different concepts; even if they appear similar.
$endgroup$
– Jonas
2 days ago
1
$begingroup$
When you see "variable" mentioned in probability theory text, they usually mean "random variable". Also "variable" in statistics means something else then in algebra. So it would be best if you could edit and make it more precise what kind of "variable" the random variable is not.
$endgroup$
– Tim♦
yesterday
add a comment |
$begingroup$
A random variable $varepsilon sim mathrmN(0,sigma^2)$ is not the kind of variable considered when thinking about function arguments or solving equations, but actually represents the outcome of a random experiment. (Mathematically rigorously, but not so important, one would say: it is a function mapping from a sample space into the space in which the random variable lives.)
How can this be understood? A probability measure, like $mathrmN(0,sigma^2)$ assigns values to sets, so-called events. In this case, the probability of $varepsilon$ ending up in a set $A$ has probability
$$
mathrmN(0,sigma^2)(A) = int_A frac1sqrt2pisigma^2expleft(-frac12sigma^2 |x |^2 right) mathrmdx.
$$
That means, if you repeatedly saw i.i.d. (independent and identically distributed) $varepsilon$'s, they would (in the large data limit) on average end up in $A$, precisely $mathrmN(0,sigma^2)(A)cdot 100 %$ of the time.
$endgroup$
$begingroup$
How is it not a random variable? It has a distribution, so it is a random variable.
$endgroup$
– Tim♦
2 days ago
$begingroup$
It is a random variable, but not a „variable“ how we typically understand it.
$endgroup$
– Jonas
2 days ago
$begingroup$
That is..? What do you mean by variable?
$endgroup$
– Tim♦
2 days ago
$begingroup$
Like an unknown value with respect to which we want to solve an equation, or the argument of a function taking values in a given set. A random variable is a measurable function from a probability space to a measurable space. To me, those are completely different concepts; even if they appear similar.
$endgroup$
– Jonas
2 days ago
1
$begingroup$
When you see "variable" mentioned in probability theory text, they usually mean "random variable". Also "variable" in statistics means something else then in algebra. So it would be best if you could edit and make it more precise what kind of "variable" the random variable is not.
$endgroup$
– Tim♦
yesterday
add a comment |
$begingroup$
A random variable $varepsilon sim mathrmN(0,sigma^2)$ is not the kind of variable considered when thinking about function arguments or solving equations, but actually represents the outcome of a random experiment. (Mathematically rigorously, but not so important, one would say: it is a function mapping from a sample space into the space in which the random variable lives.)
How can this be understood? A probability measure, like $mathrmN(0,sigma^2)$ assigns values to sets, so-called events. In this case, the probability of $varepsilon$ ending up in a set $A$ has probability
$$
mathrmN(0,sigma^2)(A) = int_A frac1sqrt2pisigma^2expleft(-frac12sigma^2 |x |^2 right) mathrmdx.
$$
That means, if you repeatedly saw i.i.d. (independent and identically distributed) $varepsilon$'s, they would (in the large data limit) on average end up in $A$, precisely $mathrmN(0,sigma^2)(A)cdot 100 %$ of the time.
$endgroup$
A random variable $varepsilon sim mathrmN(0,sigma^2)$ is not the kind of variable considered when thinking about function arguments or solving equations, but actually represents the outcome of a random experiment. (Mathematically rigorously, but not so important, one would say: it is a function mapping from a sample space into the space in which the random variable lives.)
How can this be understood? A probability measure, like $mathrmN(0,sigma^2)$ assigns values to sets, so-called events. In this case, the probability of $varepsilon$ ending up in a set $A$ has probability
$$
mathrmN(0,sigma^2)(A) = int_A frac1sqrt2pisigma^2expleft(-frac12sigma^2 |x |^2 right) mathrmdx.
$$
That means, if you repeatedly saw i.i.d. (independent and identically distributed) $varepsilon$'s, they would (in the large data limit) on average end up in $A$, precisely $mathrmN(0,sigma^2)(A)cdot 100 %$ of the time.
edited yesterday
answered 2 days ago
JonasJonas
51211
51211
$begingroup$
How is it not a random variable? It has a distribution, so it is a random variable.
$endgroup$
– Tim♦
2 days ago
$begingroup$
It is a random variable, but not a „variable“ how we typically understand it.
$endgroup$
– Jonas
2 days ago
$begingroup$
That is..? What do you mean by variable?
$endgroup$
– Tim♦
2 days ago
$begingroup$
Like an unknown value with respect to which we want to solve an equation, or the argument of a function taking values in a given set. A random variable is a measurable function from a probability space to a measurable space. To me, those are completely different concepts; even if they appear similar.
$endgroup$
– Jonas
2 days ago
1
$begingroup$
When you see "variable" mentioned in probability theory text, they usually mean "random variable". Also "variable" in statistics means something else then in algebra. So it would be best if you could edit and make it more precise what kind of "variable" the random variable is not.
$endgroup$
– Tim♦
yesterday
add a comment |
$begingroup$
How is it not a random variable? It has a distribution, so it is a random variable.
$endgroup$
– Tim♦
2 days ago
$begingroup$
It is a random variable, but not a „variable“ how we typically understand it.
$endgroup$
– Jonas
2 days ago
$begingroup$
That is..? What do you mean by variable?
$endgroup$
– Tim♦
2 days ago
$begingroup$
Like an unknown value with respect to which we want to solve an equation, or the argument of a function taking values in a given set. A random variable is a measurable function from a probability space to a measurable space. To me, those are completely different concepts; even if they appear similar.
$endgroup$
– Jonas
2 days ago
1
$begingroup$
When you see "variable" mentioned in probability theory text, they usually mean "random variable". Also "variable" in statistics means something else then in algebra. So it would be best if you could edit and make it more precise what kind of "variable" the random variable is not.
$endgroup$
– Tim♦
yesterday
$begingroup$
How is it not a random variable? It has a distribution, so it is a random variable.
$endgroup$
– Tim♦
2 days ago
$begingroup$
How is it not a random variable? It has a distribution, so it is a random variable.
$endgroup$
– Tim♦
2 days ago
$begingroup$
It is a random variable, but not a „variable“ how we typically understand it.
$endgroup$
– Jonas
2 days ago
$begingroup$
It is a random variable, but not a „variable“ how we typically understand it.
$endgroup$
– Jonas
2 days ago
$begingroup$
That is..? What do you mean by variable?
$endgroup$
– Tim♦
2 days ago
$begingroup$
That is..? What do you mean by variable?
$endgroup$
– Tim♦
2 days ago
$begingroup$
Like an unknown value with respect to which we want to solve an equation, or the argument of a function taking values in a given set. A random variable is a measurable function from a probability space to a measurable space. To me, those are completely different concepts; even if they appear similar.
$endgroup$
– Jonas
2 days ago
$begingroup$
Like an unknown value with respect to which we want to solve an equation, or the argument of a function taking values in a given set. A random variable is a measurable function from a probability space to a measurable space. To me, those are completely different concepts; even if they appear similar.
$endgroup$
– Jonas
2 days ago
1
1
$begingroup$
When you see "variable" mentioned in probability theory text, they usually mean "random variable". Also "variable" in statistics means something else then in algebra. So it would be best if you could edit and make it more precise what kind of "variable" the random variable is not.
$endgroup$
– Tim♦
yesterday
$begingroup$
When you see "variable" mentioned in probability theory text, they usually mean "random variable". Also "variable" in statistics means something else then in algebra. So it would be best if you could edit and make it more precise what kind of "variable" the random variable is not.
$endgroup$
– Tim♦
yesterday
add a comment |
Hello Mellow is a new contributor. Be nice, and check out our Code of Conduct.
Hello Mellow is a new contributor. Be nice, and check out our Code of Conduct.
Hello Mellow is a new contributor. Be nice, and check out our Code of Conduct.
Hello Mellow is a new contributor. Be nice, and check out our Code of Conduct.
Thanks for contributing an answer to Cross Validated!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f401904%2fwhat-does-it-exactly-mean-if-a-random-variable-follows-a-distribution%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
-distributions, normal-distribution, random-variable, regression
2
$begingroup$
Does this help stats.stackexchange.com/a/54894/35989? Or maybe this stats.stackexchange.com/questions/194558/… ?
$endgroup$
– Tim♦
2 days ago