Re:Derive Yourself a Kalman Filter
by kgwgk on Monday May 13, 2019 @12:43PM
(#19901060)
> Practically, if you have two random variables then you can take their joint distribution.
If they are defined in the same sample space.
> a "conditional random variable" does not correspond to any subset of the event space
I would say it's exactly the other way around, the domain of a "conditional random variable" is a subset of the domain of the "unconditioned" random variable (the subset where the conditioning holds).
If they are defined in the same sample space.
> a "conditional random variable" does not correspond to any subset of the event space
I would say it's exactly the other way around, the domain of a "conditional random variable" is a subset of the domain of the "unconditioned" random variable (the subset where the conditioning holds).