arXiv Open Access 2025

Proofs for Folklore Theorems on the Radon-Nikodym Derivative

Yaiza Bermudez Gaetan Bisson Iñaki Esnaola Samir M. Perlaza

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Abstrak

In this technical report, rigorous statements and formal proofs are presented for both foundational and advanced folklore theorems on the Radon-Nikodym derivative. The cases of conditional and marginal probability measures are carefully considered, which leads to an identity involving the sum of mutual and lautum information suggesting a new interpretation for such a sum.

Topik & Kata Kunci

cs.IT math.HO math.ST stat.ML

Penulis (4)

Yaiza Bermudez

Gaetan Bisson

Iñaki Esnaola

Samir M. Perlaza

Format Sitasi

APA MLA BibTeX

Bermudez, Y., Bisson, G., Esnaola, I., Perlaza, S.M. (2025). Proofs for Folklore Theorems on the Radon-Nikodym Derivative. https://arxiv.org/abs/2501.18374

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Informasi Jurnal

Tahun Terbit: 2025
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓