Archive for fields

correlation for maximal coupling

Posted in Books, Kids, pictures, R, Statistics, University life with tags , , , , , , on January 3, 2018 by xi'an

An interesting (if vaguely formulated) question on X validated: given two Gaussian variates that are maximally coupled, what is the correlation between these variates? The answer depends on the parameters of both Gaussian, with a correlation of one when both Gaussians are identical. Answering the question by simulation (as I could not figure out the analytical formula on Boxing Day…) led me back to Pierre Jacob’s entry on the topic on Statisfaction, where simulating the maximal coupling stems from the decompositions

p(x)=p(x)∧q(x)+{p(x)-p(x)∧q(x)}  and  q(x)=p(x)∧q(x)+{q(x)-p(x)∧q(x)}

and incidentally to the R function image.plot (from the R library fields) for including the side legend.

Avernian posts

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , on August 31, 2014 by xi'an

post3post2post1