Feng Zhang
2003-Aug-15 16:33 UTC
[R] Is it possible to separate two independent components from a random variable?
Hey, R-listers, Given the observed N random scalar variable x, with zero mean and unit variance, can we separate the two independent component x1 and x2 such that x = x1 + x2 (x1 and x2 are assumed to be zero mean)? Maybe there is no way to figure it out, and just wanna get some help and try it. Fred
Thomas Lumley
2003-Aug-15 17:48 UTC
[R] Is it possible to separate two independent components from a random variable?
On Fri, 15 Aug 2003, Feng Zhang wrote:> Hey, R-listers, > > Given the observed N random scalar variable x, with > zero mean and unit variance, can we separate the > two independent component x1 and x2 such that > x = x1 + x2 (x1 and x2 are assumed to be zero mean)? >Not without further information or constraints. For example - if x is Normal then x1 and x2 must be Normal but their variances can be anything that add to 1 - if one distribution is known completely the other can be found - If x1 and x2 are unimodal and x is bimodal you can find at least something about x1 and x2. This last one is a type of cluster analysis. -thomas Thomas Lumley Assoc. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle