147 views

Uploaded by Lucas Gallindo

Disintegration Theorem

- reader response 4
- Decoding Military Landscapes Handout June 18
- Soild Void
- Gsa y4 Final Portfolio Spread
- Graphics Practical File
- AutoCAD Project Commands
- IIT JEE Mathematics
- Downloads 137
- ruby gis
- paper
- Schwartz R. Visual Versions.pdf
- ACSA.Intl.1998.68.pdf
- Orthographic Projections
- feep1an
- 0304-4068%2893%2990037-l
- Teoría matemática de la com. VI
- IIT_2012_12_13_p1_p2_Mat_UN2_SF
- precalculus-coursesyllabus docx
- Hypercompletions of Riesz Spaces
- 65-1-B Mathematics.pdf

You are on page 1of 3

measure theory and probability theory. It rigorously denes the idea of a non-trivial restriction of a measure to

a measure zero subset of the measure space in question. It

is related to the existence of conditional probability measures. In a sense, disintegration is the opposite process

to the construction of a product measure.

measure). Let P(Y), let : Y X be a Borelmeasurable function, and let P(X) be the pushforward

measure = () = 1 . Then there exists a almost everywhere uniquely determined family of probability measures {x}xX P(Y) such that

the function x 7 x is Borel measurable, in the

sense that x 7 x (B) is a Borel-measurable function for each Borel-measurable set B Y;

Motivation

X,

[0, 1] [0, 1]. Consider the probability measure dened on S by the restriction of two-dimensional Lebesgue

measure 2 to S. That is, the probability of an event E

S is simply the area of E. We assume E is a measurable

subset of S.

(

)

x Y \ 1 (x) = 0,

and so x(E) = x(E 1 (x));

segment Lx = {x} [0, 1]. Lx has -measure zero; every

subset of Lx is a -null set; since the Lebesgue measure

space is a complete measure space,

E Lx = (E) = 0.

f (y) d(y) =

Y

nice to say that restricted to Lx is the one-dimensional

Lebesgue measure 1 , rather than the zero measure. The

probability of a two-dimensional event E could then be

obtained as an integral of the one-dimensional probabilities of the vertical slices E Lx: more formally, if x

denotes one-dimensional Lebesgue measure on Lx, then

1 (x)

f (y) dx (y)d(x).

be the indicator function of E,[1]

x (E) d(x).

(E) =

X

x (E Lx ) dx

(E) =

3 Applications

[0,1]

this argument rigorous in the context of measures on 3.1 Product spaces

metric spaces.

The original example was a special case of the problem

of product spaces, to which the disintegration theorem

applies.

and i : Y Xi is the natural projection, then each bre

(Hereafter, P(X) will denote the collection of Borel prob- 1 (x ) can be canonically identied with X and there

2

1

1

ability measures on a metric space (X, d).)

exists a Borel family of probability measures {x1 }x1 X1

Let Y and X be two Radon spaces (i.e. separable met- in P(X2 ) (which is (1 )()-almost everywhere uniquely

ric spaces on which every probability measure is a Radon determined) such that

1

(

)

x1 11 (dx1 ) =

=

X1

x1 d(1 ) ()(x1 ),

X1

which is in particular

X1 X2

X1

and

(

)

(B|x1 ) 11 (dx1 ) .

(A B) =

A

identities

E(f |1 )(x1 ) =

X2

3.2

Vector calculus

the use of a restricted measure in vector calculus. For

instance, in Stokes theorem as applied to a vector eld

owing through a compact surface R3 , it is implicit

that the correct measure on is the disintegration of

three-dimensional Lebesgue measure 3 on , and that

the disintegration of this measure on is the same as

the disintegration of 3 on .[2]

3.3

Conditional distributions

The disintegration theorem can be applied to give a rigorous treatment of conditional probability distributions in

statistics, while avoiding purely abstract formulations of

conditional probability.[3]

See also

Joint probability distribution

Copula (statistics)

Conditional expectation

Flows in Metric Spaces and in the Space of Probability

Measures. ETH Zrich, Birkhuser Verlag, Basel. ISBN

3-7643-2428-7.

[3] Chang, J.T.; Pollard, D. (1997). Conditioning as disintegration (PDF). Statistica Neerlandica 51 (3): 287.

doi:10.1111/1467-9574.00056.

)

(

)

f (x1 , x2 )(dx2 |x1 ) 11 (dx1 )

X2

References

potential. North-Holland Mathematics Studies, NorthHolland Publishing Co., Amsterdam.

REFERENCES

6.1

Text

Grafen, SmackBot, RDBury, A. Pichler, Sullivan.t.j, David Eppstein, Pjoef, Melcombe, Citation bot, Andr Caldas, Peter baum, Loopy48,

Dman445, Brad7777, Marc.coram, BattyBot, Illia Connell, Monkbot and Anonymous: 6

6.2

Images

with_red_question_mark.svg License: Public domain Contributors: Created by bdesham with Inkscape; based upon Text-x-generic.svg

from the Tango project. Original artist: Benjamin D. Esham (bdesham)

6.3

Content license

- reader response 4Uploaded byapi-322253556
- Decoding Military Landscapes Handout June 18Uploaded byJavier Arbona
- Soild VoidUploaded byTanushree Saluja
- Gsa y4 Final Portfolio SpreadUploaded byJoe Ji Dong
- Graphics Practical FileUploaded bySanchit Manchanda
- AutoCAD Project CommandsUploaded bybak_009
- IIT JEE MathematicsUploaded byUmang Mishra
- Downloads 137Uploaded bykvrao_9
- ruby gisUploaded byMathias Eder
- paperUploaded byHarold Mantilla
- Schwartz R. Visual Versions.pdfUploaded byismake31
- ACSA.Intl.1998.68.pdfUploaded byPriscilia Elisabeth
- Orthographic ProjectionsUploaded byNaman Dave
- feep1anUploaded byKarthick Ram
- 0304-4068%2893%2990037-lUploaded byAhmad Amiruddin Yahya
- Teoría matemática de la com. VIUploaded byMomonosuke Sagara
- IIT_2012_12_13_p1_p2_Mat_UN2_SFUploaded byjassyj33
- precalculus-coursesyllabus docxUploaded byapi-237881098
- Hypercompletions of Riesz SpacesUploaded byRavi Teja Dasam
- 65-1-B Mathematics.pdfUploaded byRock Almighty
- references rachel l kennedyUploaded byapi-297200258
- 1902.04214Uploaded byAnghel Cristi
- Practice 1 Paper 1Uploaded byCorey Lopez
- Preview_of_PATHWAYS_TO_THE_KINGDOMUploaded byapi-3826674
- E28_Lec09Uploaded bymmhorii
- lines and slopesUploaded byapi-287186989
- Absolute State of Motion Part 1Uploaded bydngiao2764
- 6691212 on the Description of Shape and Spatial Configuration Inside Buildings Convex Partitions and Their Local(2)Uploaded byHarley Pikari
- Allen y Cochrane - Assemblages of state power.pdfUploaded bySantiago Urrutia Reveco
- lessonplan1attributesoftwo-dimensionalgeometricfiguresquadrilateralsUploaded byapi-339889546

- Fubini's TheoremUploaded byLucas Gallindo
- Finding Hidden ComponentsUploaded byLucas Gallindo
- Fractional Fourier TransformUploaded byLucas Gallindo
- Parseval's TheoremUploaded byLucas Gallindo
- 1207.0580Improving neural networks by preventing co-adaptation of feature detectorsUploaded byLucas Gallindo
- Discrete Hartley TransformUploaded byLucas Gallindo
- Hadamard TransformUploaded byLucas Gallindo
- Dot ProductUploaded byLucas Gallindo
- Fun with the bell curveUploaded byLucas Gallindo
- PragPub The Second Iteration - Teaching Kids ProgrammingUploaded byLucas Gallindo
- Symmetry of Second DerivativesUploaded byLucas Gallindo
- Discrete-time Fourier TransformUploaded byLucas Gallindo
- Division by threeUploaded byLucas Gallindo
- The Statistical Analysis of World Class UniversitiesUploaded byLucas Gallindo
- Nyquist–Shannon Sampling TheoremUploaded byLucas Gallindo
- Natural Therapies Overview Report FinalUploaded byLucas Gallindo
- Creating World-Class Universities in Developing CountriesUploaded byLucas Gallindo
- The Costs and Benefits of World-Class UniversitiesUploaded byLucas Gallindo
- Fourier TransformUploaded byLucas Gallindo
- Convolution TheoremUploaded byLucas Gallindo
- New Roles for Astrocytes - Regulation of Synaptic Transmission - Newman 2003Uploaded byLucas Gallindo
- Samsung Galaxy S5 Disassemble GuideUploaded byLucas Gallindo
- Fast Fourier TransformUploaded byLucas Gallindo
- Cavalieri's PrincipleUploaded byLucas Gallindo
- Information aggregation, with application to monotone ordering, advocacy, and convivialityUploaded byLucas Gallindo
- Laplace TransformUploaded byLucas Gallindo
- Discrete Fourier TransformUploaded byLucas Gallindo
- Pilates Method for Women’s HealthUploaded byLucas Gallindo
- Harmonic AnalysisUploaded byLucas Gallindo

- PrologueUploaded byRazvan Mihalcea
- Edexcel GCE core 4 mathematics C4 6666/01 advanced subsidiary jun 2005 question paperUploaded byrainman875
- Javaplex TutorialUploaded byphonon77
- Statistics SummaryUploaded byMartijnKruijzen
- The Finite Element Method for Flow and Heat Transfer AnalysisUploaded byShimaa Barakat
- FunctionsUploaded byHimraj Bachoo
- MHR Advanced Functions 12Uploaded byDeez Nuts
- New KroneckerUploaded bySundaravada
- mapeoUploaded byEnder Wiggin
- Nm ProgrammingUploaded byrichshy dragon
- sequencesUploaded byDorel Barbu
- Property Package SelectionUploaded byAndres Hernandez Islas
- Tut10 AnswersUploaded byTeo Liang Wei
- Non Linear Shooting Algorithm Boundary Value Problem Numerical Analysis Matlab CodeUploaded byshankar
- Nyquist CriterionUploaded byleorom1234
- Class 2 - Mathematical Modeling Using Transfer Function ApproachUploaded byapi-26676616
- TRIGONOMETRIC.pptxUploaded byAmalina Zulkiflee
- Eigen ModeUploaded bySanthos Kumar
- Matlab ProgramsUploaded bysameer shaikh
- Nsit Ece SyllabusUploaded byRishi Jha
- Números Cardinales y OrdinalesUploaded byHeffer Rueda Espinosa
- The Fourier Transform and its ApplicationsUploaded bymachinelearner
- 15.Plane Frame Analysis Using the Stiffness MethodUploaded byTing Kuan
- Ma2262 Probability and Queuing Theory Question Bank DownloadUploaded byTaniyaa Venkat
- Descriptive Statistics Measures of Cetral Tendency (2)Uploaded byImelda Maria Tania Rosario
- Circle (Part 1)Uploaded bySachin Kumar
- Error Analysis Taylor PDFUploaded byLily
- 2-course plan ee-312-newUploaded byapi-263305561
- 279626833-engineering-statistics-and-probability-chapter-3.pdfUploaded bycarl domingo
- The Rayleigh-Plateau instabilityUploaded bySam Roelants