Talk:Cantor distribution

Latest comment: 1 year ago by 2A00:23C6:148A:9B01:1D7E:1277:3AA3:5C97 in topic Mean


Untitled edit

Funny distribution this one, but nmot as funny as the word "eventuate" that was in the previous version of the article. --Lucas Gallindo 03:16, 5 October 2006 (UTC)Reply

From the Oxford English Dictionary:


Michael Hardy 16:11, 5 October 2006 (UTC)Reply

Alternate definition? edit

Is this distribution also the limiting (as n goes to infinity) distribution of

 

where the Ri are iid Rademacher distributions? Seems to me that it is, but my proof skills are quite rusty... Baccyak4H (Yak!) 20:15, 12 December 2006 (UTC)Reply

  • Since any number in the Cantor set can be (uniquely) expressed, in base 3, as 0.abcd... where a,b,c,d,... are either 0 or 2, then a simple way to simulate this Cantor distribution would be to add iid Bernoullis, scaled to 2/3:
 

Since Rademacher and Bernoulli are essentially the same distribution, just scaled ( ), then a simple substitution could prove your expression. Albmont (talk) 20:21, 17 July 2008 (UTC)Reply

  • BTW, I think the characteristic function of the Cantor distribution is wrong. It seems like a series that diverges everywhere. Albmont (talk) 20:21, 17 July 2008 (UTC)Reply
Thanks, I convinced myself in the interim time since asking, but it's good to know I haven't completely lost it.
About the series diverging, I don't see that... all the terms of the product are in [-1, 1], but the terms' limit is +/- 1, depending on the sign of t, so the product part cannot diverge, I would think (I cannot rule out it might be 0 in the limit, but that's OK). Could you elaborate? Baccyak4H (Yak!) 20:35, 17 July 2008 (UTC)Reply
About the series diverging, I don't see that - neither do I now, but first I swear I saw a Σ instead of the Π! BTW, I tried to use the Bernoulli series to check the formula, but I only came as far as  . Albmont (talk) 20:49, 17 July 2008 (UTC)Reply
Ouch! The derivation using Rademacher is obvious! Albmont (talk) 20:50, 17 July 2008 (UTC)Reply

Request for clarification edit

This article currently states:

...it is not absolutely continuous with respect to Lebesgue measure,...

which is strictly true but awkwardly worded, misleading. The Cantor distribution, treated as a measure (shall we call it the "Cantor measure"?) is not absolutely continuous with respect to the Lebesgue measure. However, the Cantor distribution, treated as an "ordinary function", is absolutely continuous (with no reference to a measure), as currently defined in the article on absolute continuity. That is, for any ε>0 there exists a δ>0 such that any interval shorter than δ has max(f(x)) - min(f(x)) < ε on that interval. Indeed, for ε = 2-n then δ = 3-n-1 satisfies the definition given in the article on absolute continuity. I think these two contrasting results are sufficiently confusing that maybe the wording whould be chosen more carefully. I'd do it myself, except that I'm tired just right now, and fear making a mistake.linas (talk) 04:42, 11 February 2010 (UTC)Reply

Mean edit

The article currently states "It is easy to see by symmetry that for a random variable X having this distribution, its expected value E(X) = 1/2, and that all odd central moments of X are 0." Is this adequate without a demonstration that the mean is finite (e.g., by symmetry, the standard Cauchy distribution has mean of 0, except it that doesn't since the integral doesn't converge). Rlendog (talk) 20:10, 7 March 2011 (UTC)Reply

I agree, something should be added about finiteness. 68.9.178.110 (talk) 08:15, 14 September 2012 (UTC)Reply
The Cantor distribution is bounded, so it is easy to see it has a finite mean and central moments, and then apply symmetry. --2A00:23C6:148A:9B01:1D7E:1277:3AA3:5C97 (talk) 08:09, 14 November 2022 (UTC)Reply

It's not easy to see by symmetry if you can't see what should be symmetric edit

This example i useless for even some of those who have a good degree of mathematical training.

I literally am only speaking for myself and that sentence is technically true.

A much better explanation is due, that actually goes through the deductive steps needed to get from whatever the first statement is to the next is needed.

I understand a lot of probability theory and some measure theory. Admittedly I'm weak on my measure theory and that's relevant here, but nonetheless, I have enough background that I should be able to understand this article.

I'm going to try to learn more of these things, and if nothing else I'll try to circle back and fix this at some time in the future. The information available to complete this article more sufficiently I believe exists, and it's just a matter of finding it and organizing it in the correct way for me to be able to transmit it back here.

Mdpacer (talk) 06:05, 24 June 2015 (UTC)Reply