Mixing
![Statistics : Hypothesis Testing [closed]](https://lh4.googleusercontent.com/-OinWGFdsBlI/AAAAAAAAAAI/AAAAAAAAAAA/AGDgw-gq7iKecou9qUq-NRjzcp2OqMZFyg/s72-c-mo/photo.jpg?sz=32)
Continuous Stochastic Processes examples
$begingroup$
I am trying to understand various types of stochastic processes. In order for that to happen, I needed some simple examples to be built so that I can build an intuition about them.
According to the book of Hwei Hsu (Chapter-5, Page-161, "Description of a Random Process"), I can design the following simple and intuitive examples myself using only a standard die:
2. Continuous parameter (or Continuous-time) process
???
4. Continuous-state process
Suppose, we roll a die either a finite ($n$) number of times or an infinite number of times and plot $frac{e^{X(t)}}{1000}$ as a graph like the following:
My first question is: are my examples correct? If not, kindly help me to make the necessary corrections.
Secondly, what would be the example of (2)?
probability stochastic-processes random-variables
asked Jan 10 at 20:43
user366312user366312
593317
$endgroup$
add a comment |
$begingroup$
I am trying to understand various types of stochastic processes. In order for that to happen, I needed some simple examples to be built so that I can build an intuition about them.
According to the book of Hwei Hsu (Chapter-5, Page-161, "Description of a Random Process"), I can design the following simple and intuitive examples myself using only a standard die:
2. Continuous parameter (or Continuous-time) process
???
4. Continuous-state process
Suppose, we roll a die either a finite ($n$) number of times or an infinite number of times and plot $frac{e^{X(t)}}{1000}$ as a graph like the following:
My first question is: are my examples correct? If not, kindly help me to make the necessary corrections.
Secondly, what would be the example of (2)?
probability stochastic-processes random-variables
asked Jan 10 at 20:43
user366312user366312
593317
$endgroup$
$begingroup$
This is not an example of what is asked for. Your parameter is discrete. What you need is something like temperature as a function of time.
$endgroup$
– herb steinberg
Jan 10 at 22:09
$begingroup$
@herbsteinberg how can a time be continuous if I sample it after a regular interval?
$endgroup$
– user366312
Jan 11 at 14:15
$begingroup$
It's continuous as long as it is a function of time. You can sample at regular or random intervals,whenever the underlying process is continuous.
$endgroup$
– herb steinberg
Jan 11 at 18:04
add a comment |
$begingroup$
I am trying to understand various types of stochastic processes. In order for that to happen, I needed some simple examples to be built so that I can build an intuition about them.
According to the book of Hwei Hsu (Chapter-5, Page-161, "Description of a Random Process"), I can design the following simple and intuitive examples myself using only a standard die:
2. Continuous parameter (or Continuous-time) process
???
4. Continuous-state process
Suppose, we roll a die either a finite ($n$) number of times or an infinite number of times and plot $frac{e^{X(t)}}{1000}$ as a graph like the following:
My first question is: are my examples correct? If not, kindly help me to make the necessary corrections.
Secondly, what would be the example of (2)?
probability stochastic-processes random-variables
asked Jan 10 at 20:43
user366312user366312
593317
$endgroup$
I am trying to understand various types of stochastic processes. In order for that to happen, I needed some simple examples to be built so that I can build an intuition about them.
According to the book of Hwei Hsu (Chapter-5, Page-161, "Description of a Random Process"), I can design the following simple and intuitive examples myself using only a standard die:
2. Continuous parameter (or Continuous-time) process
???
4. Continuous-state process
Suppose, we roll a die either a finite ($n$) number of times or an infinite number of times and plot $frac{e^{X(t)}}{1000}$ as a graph like the following:
My first question is: are my examples correct? If not, kindly help me to make the necessary corrections.
Secondly, what would be the example of (2)?
probability stochastic-processes random-variables
probability stochastic-processes random-variables
asked Jan 10 at 20:43
user366312user366312
593317
asked Jan 10 at 20:43
user366312user366312
593317
asked Jan 10 at 20:43
user366312user366312
593317
asked Jan 10 at 20:43
user366312user366312
593317
asked Jan 10 at 20:43
user366312user366312
593317
593317
$begingroup$
This is not an example of what is asked for. Your parameter is discrete. What you need is something like temperature as a function of time.
$endgroup$
– herb steinberg
Jan 10 at 22:09
$begingroup$
@herbsteinberg how can a time be continuous if I sample it after a regular interval?
$endgroup$
– user366312
Jan 11 at 14:15
$begingroup$
It's continuous as long as it is a function of time. You can sample at regular or random intervals,whenever the underlying process is continuous.
$endgroup$
– herb steinberg
Jan 11 at 18:04
add a comment |
$begingroup$
This is not an example of what is asked for. Your parameter is discrete. What you need is something like temperature as a function of time.
$endgroup$
– herb steinberg
Jan 10 at 22:09
$begingroup$
@herbsteinberg how can a time be continuous if I sample it after a regular interval?
$endgroup$
– user366312
Jan 11 at 14:15
$begingroup$
It's continuous as long as it is a function of time. You can sample at regular or random intervals,whenever the underlying process is continuous.
$endgroup$
– herb steinberg
Jan 11 at 18:04
$begingroup$
This is not an example of what is asked for. Your parameter is discrete. What you need is something like temperature as a function of time.
$endgroup$
– herb steinberg
Jan 10 at 22:09
$begingroup$
This is not an example of what is asked for. Your parameter is discrete. What you need is something like temperature as a function of time.
$endgroup$
– herb steinberg
Jan 10 at 22:09
$begingroup$
@herbsteinberg how can a time be continuous if I sample it after a regular interval?
$endgroup$
– user366312
Jan 11 at 14:15
$begingroup$
@herbsteinberg how can a time be continuous if I sample it after a regular interval?
$endgroup$
– user366312
Jan 11 at 14:15
$begingroup$
It's continuous as long as it is a function of time. You can sample at regular or random intervals,whenever the underlying process is continuous.
$endgroup$
– herb steinberg
Jan 11 at 18:04
$begingroup$
It's continuous as long as it is a function of time. You can sample at regular or random intervals,whenever the underlying process is continuous.
$endgroup$
– herb steinberg
Jan 11 at 18:04
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3069147%2fcontinuous-stochastic-processes-examples%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3069147%2fcontinuous-stochastic-processes-examples%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
$begingroup$
This is not an example of what is asked for. Your parameter is discrete. What you need is something like temperature as a function of time.
$endgroup$
– herb steinberg
Jan 10 at 22:09
$begingroup$
@herbsteinberg how can a time be continuous if I sample it after a regular interval?
$endgroup$
– user366312
Jan 11 at 14:15
$begingroup$
It's continuous as long as it is a function of time. You can sample at regular or random intervals,whenever the underlying process is continuous.
$endgroup$
– herb steinberg
Jan 11 at 18:04