Rewrite $ int_{{(a,b,c)in mathbb{R}^3text{ s.t. } a=b+c}}dP_{X,Y,Z}=1 $ as conditions on boxes in...
$begingroup$
Consider a 3-dimensional random vector $(X,Y,Z)$. Let $P_{X,Y,Z}$ be the probability distribution of $(X, Y, Z)$. Assume that
$$
int_{mathcal{S}}dP_{X,Y,Z}=1
$$
where $mathcal{S}equiv {(a,b,c)in mathbb{R}^3text{ s.t. } a=b+c}$.
My final goal: I'm interested in rewriting the condition $int_{mathcal{S}}dP_{X,Y,Z}=1$ as a collection of zero probability measure conditions on boxes in $mathbb{R}^3$. The idea is that any box in $mathbb{R}^3$ not intersecting the plane $mathcal{S}$ should have probability measure equal to zero. Therefore, if we consider enough of these boxes, we should be able to equivalently rewrite $int_{mathcal{S}}dP_{X,Y,Z}=1$.
For any two real numbers $(b,c)in mathbb{R}^2$, define the boxes $$B(b,c)equiv {(x,y,z)text{ s.t. } x> b+c, yleq b, zleq c}$$ and $$Q(b,c)equiv {(x,y,z)text{ s.t. } xleq b+c, y>b, z>c}$$
I would like your help to see whether the following claim and proof are correct, if not to fix them, if yes to make them more formal.
Claim:
$int_{mathcal{S}}dP_{X,Y,Z}=1$ if and only if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.
Proof:
Step 1: it is easy to see that if $int_{mathcal{S}}dP_{X,Y,Z}=1$ then $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.
Step 2: we now show that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then $int_{mathcal{S}}dP_{X,Y,Z}=1$.
Firstly, notice that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then
$$
P_{X,Y,Z}(cup_{b,c} B(b,c))=0
$$
and
$$
P_{X,Y,Z}(cup_{b,c} Q(b,c))=0
$$
Secondly notice that $cup_{b,c} B(b,c)$ is the open [?] region above the plane $mathcal{S}$ and that $cup_{b,c} Q(b,c)$ is the open [?] region below the plane $mathcal{S}$. Hence
$$
{cup_{b,c} B(b,c)} cup {cup_{b,c} Q(b,c)}
$$
is the region that is complement to $mathcal{S}$ in $mathbb{R}^3$.
Therefore,
$int_{mathcal{S}}dP_{X,Y,Z}=1$.
From the comments below: I understand that the step 2 is wrong from the moment in which I take the union over $(b,c)$ because uncountable. Any hint on what to replace? A limit argument for example?
probability geometry probability-theory measure-theory lebesgue-measure
$endgroup$
|
show 3 more comments
$begingroup$
Consider a 3-dimensional random vector $(X,Y,Z)$. Let $P_{X,Y,Z}$ be the probability distribution of $(X, Y, Z)$. Assume that
$$
int_{mathcal{S}}dP_{X,Y,Z}=1
$$
where $mathcal{S}equiv {(a,b,c)in mathbb{R}^3text{ s.t. } a=b+c}$.
My final goal: I'm interested in rewriting the condition $int_{mathcal{S}}dP_{X,Y,Z}=1$ as a collection of zero probability measure conditions on boxes in $mathbb{R}^3$. The idea is that any box in $mathbb{R}^3$ not intersecting the plane $mathcal{S}$ should have probability measure equal to zero. Therefore, if we consider enough of these boxes, we should be able to equivalently rewrite $int_{mathcal{S}}dP_{X,Y,Z}=1$.
For any two real numbers $(b,c)in mathbb{R}^2$, define the boxes $$B(b,c)equiv {(x,y,z)text{ s.t. } x> b+c, yleq b, zleq c}$$ and $$Q(b,c)equiv {(x,y,z)text{ s.t. } xleq b+c, y>b, z>c}$$
I would like your help to see whether the following claim and proof are correct, if not to fix them, if yes to make them more formal.
Claim:
$int_{mathcal{S}}dP_{X,Y,Z}=1$ if and only if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.
Proof:
Step 1: it is easy to see that if $int_{mathcal{S}}dP_{X,Y,Z}=1$ then $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.
Step 2: we now show that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then $int_{mathcal{S}}dP_{X,Y,Z}=1$.
Firstly, notice that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then
$$
P_{X,Y,Z}(cup_{b,c} B(b,c))=0
$$
and
$$
P_{X,Y,Z}(cup_{b,c} Q(b,c))=0
$$
Secondly notice that $cup_{b,c} B(b,c)$ is the open [?] region above the plane $mathcal{S}$ and that $cup_{b,c} Q(b,c)$ is the open [?] region below the plane $mathcal{S}$. Hence
$$
{cup_{b,c} B(b,c)} cup {cup_{b,c} Q(b,c)}
$$
is the region that is complement to $mathcal{S}$ in $mathbb{R}^3$.
Therefore,
$int_{mathcal{S}}dP_{X,Y,Z}=1$.
From the comments below: I understand that the step 2 is wrong from the moment in which I take the union over $(b,c)$ because uncountable. Any hint on what to replace? A limit argument for example?
probability geometry probability-theory measure-theory lebesgue-measure
$endgroup$
$begingroup$
What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
$endgroup$
– jochen
Jan 19 at 17:15
1
$begingroup$
@jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
$endgroup$
– STF
Jan 19 at 18:37
1
$begingroup$
Why is $dP$ defined on $S$ and not $mathbb R^2?$
$endgroup$
– zhw.
Jan 19 at 19:11
$begingroup$
"P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
$endgroup$
– Did
Jan 19 at 19:48
2
$begingroup$
The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
$endgroup$
– Did
Jan 19 at 19:53
|
show 3 more comments
$begingroup$
Consider a 3-dimensional random vector $(X,Y,Z)$. Let $P_{X,Y,Z}$ be the probability distribution of $(X, Y, Z)$. Assume that
$$
int_{mathcal{S}}dP_{X,Y,Z}=1
$$
where $mathcal{S}equiv {(a,b,c)in mathbb{R}^3text{ s.t. } a=b+c}$.
My final goal: I'm interested in rewriting the condition $int_{mathcal{S}}dP_{X,Y,Z}=1$ as a collection of zero probability measure conditions on boxes in $mathbb{R}^3$. The idea is that any box in $mathbb{R}^3$ not intersecting the plane $mathcal{S}$ should have probability measure equal to zero. Therefore, if we consider enough of these boxes, we should be able to equivalently rewrite $int_{mathcal{S}}dP_{X,Y,Z}=1$.
For any two real numbers $(b,c)in mathbb{R}^2$, define the boxes $$B(b,c)equiv {(x,y,z)text{ s.t. } x> b+c, yleq b, zleq c}$$ and $$Q(b,c)equiv {(x,y,z)text{ s.t. } xleq b+c, y>b, z>c}$$
I would like your help to see whether the following claim and proof are correct, if not to fix them, if yes to make them more formal.
Claim:
$int_{mathcal{S}}dP_{X,Y,Z}=1$ if and only if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.
Proof:
Step 1: it is easy to see that if $int_{mathcal{S}}dP_{X,Y,Z}=1$ then $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.
Step 2: we now show that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then $int_{mathcal{S}}dP_{X,Y,Z}=1$.
Firstly, notice that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then
$$
P_{X,Y,Z}(cup_{b,c} B(b,c))=0
$$
and
$$
P_{X,Y,Z}(cup_{b,c} Q(b,c))=0
$$
Secondly notice that $cup_{b,c} B(b,c)$ is the open [?] region above the plane $mathcal{S}$ and that $cup_{b,c} Q(b,c)$ is the open [?] region below the plane $mathcal{S}$. Hence
$$
{cup_{b,c} B(b,c)} cup {cup_{b,c} Q(b,c)}
$$
is the region that is complement to $mathcal{S}$ in $mathbb{R}^3$.
Therefore,
$int_{mathcal{S}}dP_{X,Y,Z}=1$.
From the comments below: I understand that the step 2 is wrong from the moment in which I take the union over $(b,c)$ because uncountable. Any hint on what to replace? A limit argument for example?
probability geometry probability-theory measure-theory lebesgue-measure
$endgroup$
Consider a 3-dimensional random vector $(X,Y,Z)$. Let $P_{X,Y,Z}$ be the probability distribution of $(X, Y, Z)$. Assume that
$$
int_{mathcal{S}}dP_{X,Y,Z}=1
$$
where $mathcal{S}equiv {(a,b,c)in mathbb{R}^3text{ s.t. } a=b+c}$.
My final goal: I'm interested in rewriting the condition $int_{mathcal{S}}dP_{X,Y,Z}=1$ as a collection of zero probability measure conditions on boxes in $mathbb{R}^3$. The idea is that any box in $mathbb{R}^3$ not intersecting the plane $mathcal{S}$ should have probability measure equal to zero. Therefore, if we consider enough of these boxes, we should be able to equivalently rewrite $int_{mathcal{S}}dP_{X,Y,Z}=1$.
For any two real numbers $(b,c)in mathbb{R}^2$, define the boxes $$B(b,c)equiv {(x,y,z)text{ s.t. } x> b+c, yleq b, zleq c}$$ and $$Q(b,c)equiv {(x,y,z)text{ s.t. } xleq b+c, y>b, z>c}$$
I would like your help to see whether the following claim and proof are correct, if not to fix them, if yes to make them more formal.
Claim:
$int_{mathcal{S}}dP_{X,Y,Z}=1$ if and only if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.
Proof:
Step 1: it is easy to see that if $int_{mathcal{S}}dP_{X,Y,Z}=1$ then $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$.
Step 2: we now show that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then $int_{mathcal{S}}dP_{X,Y,Z}=1$.
Firstly, notice that if $P_{X,Y,Z}(B(b,c))=0$ and $P_{X,Y,Z}(Q(b,c))=0$ $forall(b,c)in mathbb{R}^2$ then
$$
P_{X,Y,Z}(cup_{b,c} B(b,c))=0
$$
and
$$
P_{X,Y,Z}(cup_{b,c} Q(b,c))=0
$$
Secondly notice that $cup_{b,c} B(b,c)$ is the open [?] region above the plane $mathcal{S}$ and that $cup_{b,c} Q(b,c)$ is the open [?] region below the plane $mathcal{S}$. Hence
$$
{cup_{b,c} B(b,c)} cup {cup_{b,c} Q(b,c)}
$$
is the region that is complement to $mathcal{S}$ in $mathbb{R}^3$.
Therefore,
$int_{mathcal{S}}dP_{X,Y,Z}=1$.
From the comments below: I understand that the step 2 is wrong from the moment in which I take the union over $(b,c)$ because uncountable. Any hint on what to replace? A limit argument for example?
probability geometry probability-theory measure-theory lebesgue-measure
probability geometry probability-theory measure-theory lebesgue-measure
edited Jan 20 at 9:34
STF
asked Jan 16 at 15:41
STFSTF
11420
11420
$begingroup$
What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
$endgroup$
– jochen
Jan 19 at 17:15
1
$begingroup$
@jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
$endgroup$
– STF
Jan 19 at 18:37
1
$begingroup$
Why is $dP$ defined on $S$ and not $mathbb R^2?$
$endgroup$
– zhw.
Jan 19 at 19:11
$begingroup$
"P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
$endgroup$
– Did
Jan 19 at 19:48
2
$begingroup$
The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
$endgroup$
– Did
Jan 19 at 19:53
|
show 3 more comments
$begingroup$
What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
$endgroup$
– jochen
Jan 19 at 17:15
1
$begingroup$
@jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
$endgroup$
– STF
Jan 19 at 18:37
1
$begingroup$
Why is $dP$ defined on $S$ and not $mathbb R^2?$
$endgroup$
– zhw.
Jan 19 at 19:11
$begingroup$
"P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
$endgroup$
– Did
Jan 19 at 19:48
2
$begingroup$
The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
$endgroup$
– Did
Jan 19 at 19:53
$begingroup$
What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
$endgroup$
– jochen
Jan 19 at 17:15
$begingroup$
What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
$endgroup$
– jochen
Jan 19 at 17:15
1
1
$begingroup$
@jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
$endgroup$
– STF
Jan 19 at 18:37
$begingroup$
@jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
$endgroup$
– STF
Jan 19 at 18:37
1
1
$begingroup$
Why is $dP$ defined on $S$ and not $mathbb R^2?$
$endgroup$
– zhw.
Jan 19 at 19:11
$begingroup$
Why is $dP$ defined on $S$ and not $mathbb R^2?$
$endgroup$
– zhw.
Jan 19 at 19:11
$begingroup$
"P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
$endgroup$
– Did
Jan 19 at 19:48
$begingroup$
"P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
$endgroup$
– Did
Jan 19 at 19:48
2
2
$begingroup$
The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
$endgroup$
– Did
Jan 19 at 19:53
$begingroup$
The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
$endgroup$
– Did
Jan 19 at 19:53
|
show 3 more comments
1 Answer
1
active
oldest
votes
$begingroup$
In the following I will assume, that the random vector is $mathcal{B}(mathbb{R}^3)$ measurable.
Hence we can actually talk about the probability measure of the boxes you defined.
It actually holds a slightly stronger form of your claim:
begin{equation}
P_{(X,Y,Z)}(S)=1 Leftrightarrow P_{(X,Y,Z)}(B(b,c))=P_{(X,Y,Z)}(Q(b,c))=0 , forall ,(b,c)inmathbb{Q}^2
end{equation}
Proof: "$Rightarrow$" clear, since $B(b,c)cap S=emptyset=Q(b,c)cap S$.
"$Leftarrow$" First we show
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}B(b,c)={(x,y,z)inmathbb{R}^3|x>y+z}=:A_1 , .
end{equation}
"$subseteq$" clear
"$supseteq$" Let $(x,y,z)in A_1$, so $x>y+z$ and we can define $epsilon:=x-(y+z)>0$. Since $mathbb{Q}$ is dense in $mathbb{R}$ we can find $pin [y,y+epsilon/2)cap mathbb{Q}$ and $qin[z,z+epsilon/2)capmathbb{Q}$. With this we have $x=y+z+epsilon>p+q$, so $(x,y,z)in Q(p,q)$.
Similarly it holds that
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}Q(b,c)={(x,y,z)inmathbb{R}^3|x<y+z}=:A_2, .
end{equation}
Together we get that $S^c=A_1cup A_2$. Since $A_1$ and $A_2$ are disjoint and both a countable union of nullsets we get
begin{equation}
P_{(X,Y,Z)}(S^c)=0, .
end{equation}
qed
P.S. I don't have enough reputation to comment.
$endgroup$
$begingroup$
Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
$endgroup$
– STF
Jan 20 at 15:21
$begingroup$
Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
$endgroup$
– STF
Jan 20 at 15:29
$begingroup$
$mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
$endgroup$
– mortenmcfish
Jan 20 at 16:02
$begingroup$
I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
$endgroup$
– STF
Jan 21 at 11:47
$begingroup$
(2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
$endgroup$
– mortenmcfish
Jan 21 at 13:10
|
show 5 more comments
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1 Answer
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1 Answer
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$begingroup$
In the following I will assume, that the random vector is $mathcal{B}(mathbb{R}^3)$ measurable.
Hence we can actually talk about the probability measure of the boxes you defined.
It actually holds a slightly stronger form of your claim:
begin{equation}
P_{(X,Y,Z)}(S)=1 Leftrightarrow P_{(X,Y,Z)}(B(b,c))=P_{(X,Y,Z)}(Q(b,c))=0 , forall ,(b,c)inmathbb{Q}^2
end{equation}
Proof: "$Rightarrow$" clear, since $B(b,c)cap S=emptyset=Q(b,c)cap S$.
"$Leftarrow$" First we show
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}B(b,c)={(x,y,z)inmathbb{R}^3|x>y+z}=:A_1 , .
end{equation}
"$subseteq$" clear
"$supseteq$" Let $(x,y,z)in A_1$, so $x>y+z$ and we can define $epsilon:=x-(y+z)>0$. Since $mathbb{Q}$ is dense in $mathbb{R}$ we can find $pin [y,y+epsilon/2)cap mathbb{Q}$ and $qin[z,z+epsilon/2)capmathbb{Q}$. With this we have $x=y+z+epsilon>p+q$, so $(x,y,z)in Q(p,q)$.
Similarly it holds that
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}Q(b,c)={(x,y,z)inmathbb{R}^3|x<y+z}=:A_2, .
end{equation}
Together we get that $S^c=A_1cup A_2$. Since $A_1$ and $A_2$ are disjoint and both a countable union of nullsets we get
begin{equation}
P_{(X,Y,Z)}(S^c)=0, .
end{equation}
qed
P.S. I don't have enough reputation to comment.
$endgroup$
$begingroup$
Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
$endgroup$
– STF
Jan 20 at 15:21
$begingroup$
Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
$endgroup$
– STF
Jan 20 at 15:29
$begingroup$
$mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
$endgroup$
– mortenmcfish
Jan 20 at 16:02
$begingroup$
I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
$endgroup$
– STF
Jan 21 at 11:47
$begingroup$
(2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
$endgroup$
– mortenmcfish
Jan 21 at 13:10
|
show 5 more comments
$begingroup$
In the following I will assume, that the random vector is $mathcal{B}(mathbb{R}^3)$ measurable.
Hence we can actually talk about the probability measure of the boxes you defined.
It actually holds a slightly stronger form of your claim:
begin{equation}
P_{(X,Y,Z)}(S)=1 Leftrightarrow P_{(X,Y,Z)}(B(b,c))=P_{(X,Y,Z)}(Q(b,c))=0 , forall ,(b,c)inmathbb{Q}^2
end{equation}
Proof: "$Rightarrow$" clear, since $B(b,c)cap S=emptyset=Q(b,c)cap S$.
"$Leftarrow$" First we show
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}B(b,c)={(x,y,z)inmathbb{R}^3|x>y+z}=:A_1 , .
end{equation}
"$subseteq$" clear
"$supseteq$" Let $(x,y,z)in A_1$, so $x>y+z$ and we can define $epsilon:=x-(y+z)>0$. Since $mathbb{Q}$ is dense in $mathbb{R}$ we can find $pin [y,y+epsilon/2)cap mathbb{Q}$ and $qin[z,z+epsilon/2)capmathbb{Q}$. With this we have $x=y+z+epsilon>p+q$, so $(x,y,z)in Q(p,q)$.
Similarly it holds that
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}Q(b,c)={(x,y,z)inmathbb{R}^3|x<y+z}=:A_2, .
end{equation}
Together we get that $S^c=A_1cup A_2$. Since $A_1$ and $A_2$ are disjoint and both a countable union of nullsets we get
begin{equation}
P_{(X,Y,Z)}(S^c)=0, .
end{equation}
qed
P.S. I don't have enough reputation to comment.
$endgroup$
$begingroup$
Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
$endgroup$
– STF
Jan 20 at 15:21
$begingroup$
Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
$endgroup$
– STF
Jan 20 at 15:29
$begingroup$
$mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
$endgroup$
– mortenmcfish
Jan 20 at 16:02
$begingroup$
I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
$endgroup$
– STF
Jan 21 at 11:47
$begingroup$
(2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
$endgroup$
– mortenmcfish
Jan 21 at 13:10
|
show 5 more comments
$begingroup$
In the following I will assume, that the random vector is $mathcal{B}(mathbb{R}^3)$ measurable.
Hence we can actually talk about the probability measure of the boxes you defined.
It actually holds a slightly stronger form of your claim:
begin{equation}
P_{(X,Y,Z)}(S)=1 Leftrightarrow P_{(X,Y,Z)}(B(b,c))=P_{(X,Y,Z)}(Q(b,c))=0 , forall ,(b,c)inmathbb{Q}^2
end{equation}
Proof: "$Rightarrow$" clear, since $B(b,c)cap S=emptyset=Q(b,c)cap S$.
"$Leftarrow$" First we show
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}B(b,c)={(x,y,z)inmathbb{R}^3|x>y+z}=:A_1 , .
end{equation}
"$subseteq$" clear
"$supseteq$" Let $(x,y,z)in A_1$, so $x>y+z$ and we can define $epsilon:=x-(y+z)>0$. Since $mathbb{Q}$ is dense in $mathbb{R}$ we can find $pin [y,y+epsilon/2)cap mathbb{Q}$ and $qin[z,z+epsilon/2)capmathbb{Q}$. With this we have $x=y+z+epsilon>p+q$, so $(x,y,z)in Q(p,q)$.
Similarly it holds that
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}Q(b,c)={(x,y,z)inmathbb{R}^3|x<y+z}=:A_2, .
end{equation}
Together we get that $S^c=A_1cup A_2$. Since $A_1$ and $A_2$ are disjoint and both a countable union of nullsets we get
begin{equation}
P_{(X,Y,Z)}(S^c)=0, .
end{equation}
qed
P.S. I don't have enough reputation to comment.
$endgroup$
In the following I will assume, that the random vector is $mathcal{B}(mathbb{R}^3)$ measurable.
Hence we can actually talk about the probability measure of the boxes you defined.
It actually holds a slightly stronger form of your claim:
begin{equation}
P_{(X,Y,Z)}(S)=1 Leftrightarrow P_{(X,Y,Z)}(B(b,c))=P_{(X,Y,Z)}(Q(b,c))=0 , forall ,(b,c)inmathbb{Q}^2
end{equation}
Proof: "$Rightarrow$" clear, since $B(b,c)cap S=emptyset=Q(b,c)cap S$.
"$Leftarrow$" First we show
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}B(b,c)={(x,y,z)inmathbb{R}^3|x>y+z}=:A_1 , .
end{equation}
"$subseteq$" clear
"$supseteq$" Let $(x,y,z)in A_1$, so $x>y+z$ and we can define $epsilon:=x-(y+z)>0$. Since $mathbb{Q}$ is dense in $mathbb{R}$ we can find $pin [y,y+epsilon/2)cap mathbb{Q}$ and $qin[z,z+epsilon/2)capmathbb{Q}$. With this we have $x=y+z+epsilon>p+q$, so $(x,y,z)in Q(p,q)$.
Similarly it holds that
begin{equation}
bigcup_{(b,c)inmathbb{Q}^2}Q(b,c)={(x,y,z)inmathbb{R}^3|x<y+z}=:A_2, .
end{equation}
Together we get that $S^c=A_1cup A_2$. Since $A_1$ and $A_2$ are disjoint and both a countable union of nullsets we get
begin{equation}
P_{(X,Y,Z)}(S^c)=0, .
end{equation}
qed
P.S. I don't have enough reputation to comment.
edited Jan 20 at 15:14
answered Jan 20 at 14:08
mortenmcfishmortenmcfish
905
905
$begingroup$
Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
$endgroup$
– STF
Jan 20 at 15:21
$begingroup$
Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
$endgroup$
– STF
Jan 20 at 15:29
$begingroup$
$mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
$endgroup$
– mortenmcfish
Jan 20 at 16:02
$begingroup$
I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
$endgroup$
– STF
Jan 21 at 11:47
$begingroup$
(2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
$endgroup$
– mortenmcfish
Jan 21 at 13:10
|
show 5 more comments
$begingroup$
Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
$endgroup$
– STF
Jan 20 at 15:21
$begingroup$
Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
$endgroup$
– STF
Jan 20 at 15:29
$begingroup$
$mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
$endgroup$
– mortenmcfish
Jan 20 at 16:02
$begingroup$
I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
$endgroup$
– STF
Jan 21 at 11:47
$begingroup$
(2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
$endgroup$
– mortenmcfish
Jan 21 at 13:10
$begingroup$
Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
$endgroup$
– STF
Jan 20 at 15:21
$begingroup$
Thanks a lot. Could you add to your answer what is $mathbb{Q}$?
$endgroup$
– STF
Jan 20 at 15:21
$begingroup$
Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
$endgroup$
– STF
Jan 20 at 15:29
$begingroup$
Also, as a minor comment, is the proof you suggest generalisable to this case: fix $rin mathbb{N}$ and $dequiv r+binom{r}{2}$ and let $$ begin{aligned} mathcal{S}equiv {(b_1,b_2,..., b_d)in mathbb{R}^{d}: text{ } & b_{r+1}=b_1-b_2, b_{r+2}=b_1-b_3, ...,b_{2r-1}=b_1-b_r, \ &b_{2r}=b_2-b_3, ..., b_{3r-3}=b_2-b_r,\ &...,\ & b_d=b_{r-1}-b_r} end{aligned} $$ (when $r=2$ ($d=3$) we have $mathcal{S}$ as in my question). Take a random vector of $d$ components with probability distribution $P$ and assume $int_{mathcal{S}}dP=1$.
$endgroup$
– STF
Jan 20 at 15:29
$begingroup$
$mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
$endgroup$
– mortenmcfish
Jan 20 at 16:02
$begingroup$
$mathbb{Q}$ are the rational numbers. As to your second comment, I guess it should work. Would be a bit lengthy though.
$endgroup$
– mortenmcfish
Jan 20 at 16:02
$begingroup$
I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
$endgroup$
– STF
Jan 21 at 11:47
$begingroup$
I still have 2 doubts to answer before accepting: (1) is it correct to say that $A_1$ and $A_2$ are countable unions because $mathbb{Q}$ is countable? (2) why you said that your claim is stronger than mine? What is the relation between $mathbb{R}^2$ and $mathbb{Q}^2$?
$endgroup$
– STF
Jan 21 at 11:47
$begingroup$
(2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
$endgroup$
– mortenmcfish
Jan 21 at 13:10
$begingroup$
(2): $mathbb{Q}^2subseteqmathbb{R}^2$. please take a look at the definition of the rational numbers and the real numbers, you can't really understand the real numbers if you don't know the rational numbers. (1) yes that's correct. $mathbb{Q}$ is countable and therefore $mathbb{Q}^2$ is, too. The most important fact you need to know about the relation between rational and real numbers is, that the real numbers are the closure (regarding the metric $|cdot|$) of the rational numbers. the rational numbers are dense in the real numbers, which I used in my answer in the step "$supseteq$".
$endgroup$
– mortenmcfish
Jan 21 at 13:10
|
show 5 more comments
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$begingroup$
What do you mean by "continuously distributed"? Normally I would assume that this means that $(X, Y, Z)$ has a density on $mathbb{R}^3$, but this is incompatible with $P$ being concentrated on the two-dimensional set $S$.
$endgroup$
– jochen
Jan 19 at 17:15
1
$begingroup$
@jochen Thanks for the comment. I've slightly changed the intro to avoid that problem.
$endgroup$
– STF
Jan 19 at 18:37
1
$begingroup$
Why is $dP$ defined on $S$ and not $mathbb R^2?$
$endgroup$
– zhw.
Jan 19 at 19:11
$begingroup$
"P is the probability distribution of (Y+Z,Y,Z)" Huh? This is the most misleading notational choice one can imagine. Please stick to $P$ for the probability measure on the probability space $Omega$ the random variables are defined on, and use anything else for the joint distribution $P_{(X,Y,Z)}$ of $(X,Y,Z)$ (thus, a probability measure on $mathbb R^3$).
$endgroup$
– Did
Jan 19 at 19:48
2
$begingroup$
The proof you are trying to build can be bypassed by quite shorter approaches -- but, if one wishes to stick to it, everything goes smoothly until the last step. Your last step is illegal because you consider uncountable unions (a big no-no in probability theory).
$endgroup$
– Did
Jan 19 at 19:53