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seen Jul 27 at 20:02

Dec
15
awarded  Famous Question
Nov
6
awarded  Popular Question
Oct
22
awarded  Popular Question
Jul
2
awarded  Curious
Feb
10
accepted What is the value of the following integral?
Jan
19
comment What is the value of the following integral?
@Arash so the answer would be infinite?
Jan
19
awarded  Yearling
Jan
19
asked What is the value of the following integral?
Jan
18
accepted The difference between “identically distributed” and having “common probability space”
Jan
17
comment The difference between “identically distributed” and having “common probability space”
So if the random variables are defined the same then “identically distributed” and having “common probability space” would be equal?
Jan
17
comment The difference between “identically distributed” and having “common probability space”
@Lost1 thanks now I understand
Jan
17
comment The difference between “identically distributed” and having “common probability space”
Thanks a lot, these are really good examples! Now I understand that the important issue is how the random variables are defined. So if the random variables are defined the same then “identically distributed” and having “common probability space” would be equal?
Jan
17
comment The difference between “identically distributed” and having “common probability space”
@Lost1 for the first part of the example "X and Y can have the same distribution" if they have the same distribution, doesnt it mean that they have the same probability space and probability distribution function and as a matter of fact the same probability space?
Jan
17
comment The difference between “identically distributed” and having “common probability space”
@gabe I know that different sample spaces does not mean different probabaility spaces. My question is If they have the same probability space, are they identically distributed and vice versa.
Jan
17
comment The difference between “identically distributed” and having “common probability space”
@gabe your example shows 2 random variables with different probability spaces but the same sample space, right?
Jan
17
revised The difference between “identically distributed” and having “common probability space”
added 261 characters in body
Jan
17
comment The difference between “identically distributed” and having “common probability space”
@Lost1 would you please give me a simple example which shows their differences?
Jan
17
comment The difference between “identically distributed” and having “common probability space”
@gabe but if they have the same means and variances, they would be identically distribute, right? so in this way, “identically distributed” and having “common probability space” are the same. would please you give me a simple example?
Jan
17
comment The difference between “identically distributed” and having “common probability space”
when we say common probability space, does it mean that for example they are normal random variables but their means and variances are different?
Jan
17
asked The difference between “identically distributed” and having “common probability space”