Decoupling (probability)
 | An editor has performed a search and found that sufficient sources exist to establish the subject's notability. These sources may be described in edit summaries or found on the talk page. (April 2021) |
In probability and statistics, decoupling is a reduction of a sample statistic to an average of the statistic evaluated on several independent sequences of the random variable. This sum, conditioned on all but one of the independent sequences, becomes a sum of independent random variables. Decoupling is used in the study of U statistics, where decoupling should not be confused with Hoeffding's decomposition, however.[1] (Such "decoupling" is unrelated to the use of "couplings" in the study of stochastic processes.)
References
[edit]- ^ Victor H. de la Peña and Evariste Giné (1999). Decoupling: From Dependence to Independence. Springer Verlag. ISBN 978-0-387-98616-6.
 | This probability-related article is a stub. You can help Wikipedia by expanding it. |