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What does indicator random variable mean?
An indicator random variable is a random variable that maps every outcome to either 0 or 1. Indicator random variables are also called Bernoulli or characteristic random variables.
Is the indicator function a random variable?
The indicator function of an event is a random variable that takes value 1 when the event happens and value 0 when the event does not happen. Indicator functions are often used in probability theory to simplify notation and to prove theorems.
What is the indicator method?
From Wikipedia, the free encyclopedia. Indicator analysis is a structured analytic technique used in intelligence analysis. It uses historical data to expose trends and identify upcoming major shifts in a subject area, helping the analyst provide evidence-based forecasts with reduced cognitive bias.
Is the product of random variables a probability distribution?
A product distribution is a probability distribution constructed as the distribution of the product of random variables having two other known distributions.
Is the product of zero mean independent samples one?
A much simpler result, stated in a section above, is that the variance of the product of zero-mean independent samples is equal to the product of their variances. Since the variance of each Normal sample is one, the variance of the product is also one.
How to calculate correlation of product of dependent variables?
In the case of independent variables the formula is simple: $$ {m var}(XY) = E(X^{2}Y^{2}) – E(XY)^{2} = {m var}(X){m va… Stack Exchange Network Stack Exchange network consists of 177 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
Which is true when two random variables are statistically independent?
When two random variables are statistically independent, the expectation of their product is the product of their expectations. This can be proved from the Law of total expectation : In the inner expression, Y is a constant. Hence: This is true even if X and Y are statistically dependent. However, in general is a function of Y.