Easy elementary school level math problem.

StatsManD

Member
Dec 5, 2006
138
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LOL I said the whole question wrong. I tried to do it from memory. I am typing up the correct question now.

The real question is much harder:

Let h(x,x') = Integral(p(x|y)*p(y|x')dy.

Let p0(x) be a random approximation of p(x). (p0(x) can be any function)
Let pi+1(x) be integral(h(x,x')*pi(x')dx'

x' is a dummy argument.

Provided the joint density p(x,y) over the domain X,Y.

Prove that sequence {pi(x)} converges monotonically to p(x).


:)

So maybe it isn't grade school level math.

So maybe I am lying about it being for my cousin too.
 

KLin

Lifer
Feb 29, 2000
30,813
985
126
How about you tell your "cousin" to do his own damn homework.
 

StatsManD

Member
Dec 5, 2006
138
0
0
No this isn't elementary algebra. I lied about this. This is high level college math. Maybe even graduate level.
 

fishmonger12

Senior member
Sep 14, 2004
759
0
0
Originally posted by: StatsManD
No this isn't elementary algebra. I lied about this. This is high level college math. Maybe even graduate level.

This post is very similiiar to some other easy maths i saw yesterday... verrrrry suspicious me thinks.
 

Leros

Lifer
Jul 11, 2004
21,867
7
81
Not only are you not capable of doing the problem, but you are too much of a coward to be truthful about asking for help.
 

Unitary

Member
Dec 7, 2006
35
1
71
It seems like you are leaving out a few crucial details, but I'll give you my thoughts:

You have an iterative integral operator, so my first inclination was to somehow use the contraction mapping theorem to get existence of a limit. I am guessing these are probablilities so the kernal h(x,x') will always be less than one. (Using also that you are integrating over a probability space.) Using this fact, you can show (Assuming your space of functions you are considering satisfies the requirements of the contraction mapping theorem.) that the mapping pi to pi+1 is a contraction and hence converges.

To show it converges to p, show that it satisifes the integral equation. p(x)=int(h(x,x')p(x')dx' By the contraction mapping theorem, this limit is unique so it's the only solution.

Finally, when you say converges monotonically, I will assume pointwise monotonic convergence. For this it seems easy to show that pi+1(x)<=pi(x) for all x, again since the supremum of h(x,x') is strictly less than one.

Hope this helps.
 

SearchMaster

Diamond Member
Jun 6, 2002
7,791
114
106
Originally posted by: Unitary
It seems like you are leaving out a few crucial details, but I'll give you my thoughts:

You have an iterative integral operator, so my first inclination was to somehow use the contraction mapping theorem to get existence of a limit. I am guessing these are probablilities so the kernal h(x,x') will always be less than one. (Using also that you are integrating over a probability space.) Using this fact, you can show (Assuming your space of functions you are considering satisfies the requirements of the contraction mapping theorem.) that the mapping pi to pi+1 is a contraction and hence converges.

To show it converges to p, show that it satisifes the integral equation. p(x)=int(h(x,x')p(x')dx' By the contraction mapping theorem, this limit is unique so it's the only solution.

Finally, when you say converges monotonically, I will assume pointwise monotonic convergence. For this it seems easy to show that pi+1(x)<=pi(x) for all x, again since the supremum of h(x,x') is strictly less than one.

Hope this helps.

Best first post ever?
 

Fullmetal Chocobo

Moderator<br>Distributed Computing
Moderator
May 13, 2003
13,704
7
81
Originally posted by: SearchMaster
Originally posted by: Unitary
It seems like you are leaving out a few crucial details, but I'll give you my thoughts:

You have an iterative integral operator, so my first inclination was to somehow use the contraction mapping theorem to get existence of a limit. I am guessing these are probablilities so the kernal h(x,x') will always be less than one. (Using also that you are integrating over a probability space.) Using this fact, you can show (Assuming your space of functions you are considering satisfies the requirements of the contraction mapping theorem.) that the mapping pi to pi+1 is a contraction and hence converges.

To show it converges to p, show that it satisifes the integral equation. p(x)=int(h(x,x')p(x')dx' By the contraction mapping theorem, this limit is unique so it's the only solution.

Finally, when you say converges monotonically, I will assume pointwise monotonic convergence. For this it seems easy to show that pi+1(x)<=pi(x) for all x, again since the supremum of h(x,x') is strictly less than one.

Hope this helps.

Best first post ever?

If he was in the Highly Technicial forum. In OT, you deserve to get flamed for stuff like this, which is what most people are approppriately doing. :D
 

StatsManD

Member
Dec 5, 2006
138
0
0
Yea, I didn't write up the whole problem. The whole problem is a more than a page long, full of equations. I just typed up what I thought was necessary.
 

Pepsi90919

Lifer
Oct 9, 1999
25,162
1
81
Originally posted by: SearchMaster
Originally posted by: Unitary
It seems like you are leaving out a few crucial details, but I'll give you my thoughts:

You have an iterative integral operator, so my first inclination was to somehow use the contraction mapping theorem to get existence of a limit. I am guessing these are probablilities so the kernal h(x,x') will always be less than one. (Using also that you are integrating over a probability space.) Using this fact, you can show (Assuming your space of functions you are considering satisfies the requirements of the contraction mapping theorem.) that the mapping pi to pi+1 is a contraction and hence converges.

To show it converges to p, show that it satisifes the integral equation. p(x)=int(h(x,x')p(x')dx' By the contraction mapping theorem, this limit is unique so it's the only solution.

Finally, when you say converges monotonically, I will assume pointwise monotonic convergence. For this it seems easy to show that pi+1(x)<=pi(x) for all x, again since the supremum of h(x,x') is strictly less than one.

Hope this helps.

Best first post ever?

Unitary for elite
 
Jun 19, 2004
10,860
1
81
You are quickly headed down the path of bannage I can tell, but I've learned to appreciate you for your entertainment value. I gaurentee you'll be loved and adored here.