Is Normal(mean, variance) mod x still a normal distribution?Mean and variance of log-binomial distributionSquare of normal distribution with specific varianceDistribution of a Mean and VarianceFind distribution with given mean and varianceNormal Distribution with Uniform MeanEstimate truncation point of truncated normal given the mean and variance of the distributionmean variance of multimodal distributionNormal Distribution with unknown mean and unknown varianceVariance of the mean of a random variable with a normal distributionNormal with infinite variance
Stateful vs non-stateful app
How to creep the reader out with what seems like a normal person?
Electric guitar: why such heavy pots?
Subtleties of choosing the sequence of tenses in Russian
How to figure out whether the data is sample data or population data apart from the client's information?
Can fracking help reduce CO2?
What was the "glowing package" Pym was expecting?
Why was Germany not as successful as other Europeans in establishing overseas colonies?
Why does nature favour the Laplacian?
Will a top journal at least read my introduction?
What does YCWCYODFTRFDTY mean?
Can solid acids and bases have pH values? If not, how are they classified as acids or bases?
gnu parallel how to use with ffmpeg
If Earth is tilted, why is Polaris always above the same spot?
How to determine the actual or "true" resolution of a digital photograph?
Is it possible to Ready a spell to be cast just before the start of your next turn by having the trigger be an ally's attack?
Reverse the word in a string with the same order in javascript
Does a creature that is immune to a condition still make a saving throw?
Python "triplet" dictionary?
Does jamais mean always or never in this context?
What's the polite way to say "I need to urinate"?
Why are the 2nd/3rd singular forms of present of « potere » irregular?
Packing rectangles: Does rotation ever help?
Unexpected email from Yorkshire Bank
Is Normal(mean, variance) mod x still a normal distribution?
Mean and variance of log-binomial distributionSquare of normal distribution with specific varianceDistribution of a Mean and VarianceFind distribution with given mean and varianceNormal Distribution with Uniform MeanEstimate truncation point of truncated normal given the mean and variance of the distributionmean variance of multimodal distributionNormal Distribution with unknown mean and unknown varianceVariance of the mean of a random variable with a normal distributionNormal with infinite variance
.everyoneloves__top-leaderboard:empty,.everyoneloves__mid-leaderboard:empty,.everyoneloves__bot-mid-leaderboard:empty margin-bottom:0;
$begingroup$
Is the following distribution a still normal one?

The range of values is constrained to hard limits $ 0, 255 $. And it's generated by $ mathcalN(mu, sigma^2) operatornamemod 256 + 128^dagger $. So it's not that I'm simply truncating a normal, but folding it back into itself. Consequently the probability is never asymptotic to 0.
Normal, or is there a more appropriate term for it?
$dagger$ The +128 is just to centre the peak otherwise it looks silly as $mu = 0$. $sigma sim 12; < 20$. I expect that $mu$ can be ignored for the purposes of classification.
In detail, it's a plot of 128 + (sample1 - sample2) & 0xff. I wouldn't fixate on the centring too much as there's some weird +/- stuff to do with computer networking and transmission of unsigned bytes.
distributions
$endgroup$
add a comment |
$begingroup$
Is the following distribution a still normal one?

The range of values is constrained to hard limits $ 0, 255 $. And it's generated by $ mathcalN(mu, sigma^2) operatornamemod 256 + 128^dagger $. So it's not that I'm simply truncating a normal, but folding it back into itself. Consequently the probability is never asymptotic to 0.
Normal, or is there a more appropriate term for it?
$dagger$ The +128 is just to centre the peak otherwise it looks silly as $mu = 0$. $sigma sim 12; < 20$. I expect that $mu$ can be ignored for the purposes of classification.
In detail, it's a plot of 128 + (sample1 - sample2) & 0xff. I wouldn't fixate on the centring too much as there's some weird +/- stuff to do with computer networking and transmission of unsigned bytes.
distributions
$endgroup$
1
$begingroup$
Can you give the values of $mu$ and $sigma^2$? Also, there seems to be something off: the result of a $textmod 256$ operation will be between 0 and 256, so the result after adding 128 should be between 126 and 384, unlike your picture. Did you simply not add 128 before plotting?
$endgroup$
– Stephan Kolassa
Apr 21 at 13:54
$begingroup$
I don't think it would hold for any $mu$ and $sigma$, and for some paramters it would just like subtracting a value.
$endgroup$
– Lerner Zhang
Apr 21 at 14:00
$begingroup$
Seems related to the wrapped normal distribution also discussed here
$endgroup$
– jnez71
Apr 21 at 18:54
add a comment |
$begingroup$
Is the following distribution a still normal one?

The range of values is constrained to hard limits $ 0, 255 $. And it's generated by $ mathcalN(mu, sigma^2) operatornamemod 256 + 128^dagger $. So it's not that I'm simply truncating a normal, but folding it back into itself. Consequently the probability is never asymptotic to 0.
Normal, or is there a more appropriate term for it?
$dagger$ The +128 is just to centre the peak otherwise it looks silly as $mu = 0$. $sigma sim 12; < 20$. I expect that $mu$ can be ignored for the purposes of classification.
In detail, it's a plot of 128 + (sample1 - sample2) & 0xff. I wouldn't fixate on the centring too much as there's some weird +/- stuff to do with computer networking and transmission of unsigned bytes.
distributions
$endgroup$
Is the following distribution a still normal one?

The range of values is constrained to hard limits $ 0, 255 $. And it's generated by $ mathcalN(mu, sigma^2) operatornamemod 256 + 128^dagger $. So it's not that I'm simply truncating a normal, but folding it back into itself. Consequently the probability is never asymptotic to 0.
Normal, or is there a more appropriate term for it?
$dagger$ The +128 is just to centre the peak otherwise it looks silly as $mu = 0$. $sigma sim 12; < 20$. I expect that $mu$ can be ignored for the purposes of classification.
In detail, it's a plot of 128 + (sample1 - sample2) & 0xff. I wouldn't fixate on the centring too much as there's some weird +/- stuff to do with computer networking and transmission of unsigned bytes.
distributions
distributions
edited Apr 21 at 14:21
Paul Uszak
asked Apr 21 at 13:34
Paul UszakPaul Uszak
199116
199116
1
$begingroup$
Can you give the values of $mu$ and $sigma^2$? Also, there seems to be something off: the result of a $textmod 256$ operation will be between 0 and 256, so the result after adding 128 should be between 126 and 384, unlike your picture. Did you simply not add 128 before plotting?
$endgroup$
– Stephan Kolassa
Apr 21 at 13:54
$begingroup$
I don't think it would hold for any $mu$ and $sigma$, and for some paramters it would just like subtracting a value.
$endgroup$
– Lerner Zhang
Apr 21 at 14:00
$begingroup$
Seems related to the wrapped normal distribution also discussed here
$endgroup$
– jnez71
Apr 21 at 18:54
add a comment |
1
$begingroup$
Can you give the values of $mu$ and $sigma^2$? Also, there seems to be something off: the result of a $textmod 256$ operation will be between 0 and 256, so the result after adding 128 should be between 126 and 384, unlike your picture. Did you simply not add 128 before plotting?
$endgroup$
– Stephan Kolassa
Apr 21 at 13:54
$begingroup$
I don't think it would hold for any $mu$ and $sigma$, and for some paramters it would just like subtracting a value.
$endgroup$
– Lerner Zhang
Apr 21 at 14:00
$begingroup$
Seems related to the wrapped normal distribution also discussed here
$endgroup$
– jnez71
Apr 21 at 18:54
1
1
$begingroup$
Can you give the values of $mu$ and $sigma^2$? Also, there seems to be something off: the result of a $textmod 256$ operation will be between 0 and 256, so the result after adding 128 should be between 126 and 384, unlike your picture. Did you simply not add 128 before plotting?
$endgroup$
– Stephan Kolassa
Apr 21 at 13:54
$begingroup$
Can you give the values of $mu$ and $sigma^2$? Also, there seems to be something off: the result of a $textmod 256$ operation will be between 0 and 256, so the result after adding 128 should be between 126 and 384, unlike your picture. Did you simply not add 128 before plotting?
$endgroup$
– Stephan Kolassa
Apr 21 at 13:54
$begingroup$
I don't think it would hold for any $mu$ and $sigma$, and for some paramters it would just like subtracting a value.
$endgroup$
– Lerner Zhang
Apr 21 at 14:00
$begingroup$
I don't think it would hold for any $mu$ and $sigma$, and for some paramters it would just like subtracting a value.
$endgroup$
– Lerner Zhang
Apr 21 at 14:00
$begingroup$
Seems related to the wrapped normal distribution also discussed here
$endgroup$
– jnez71
Apr 21 at 18:54
$begingroup$
Seems related to the wrapped normal distribution also discussed here
$endgroup$
– jnez71
Apr 21 at 18:54
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
No, by definition your distribution is not normal. The normal distribution has unbounded support, yours doesn't. QED.
Often enough, we don't need a normal distribution, only one that is "normal enough". Your distribution may well be normal enough for whatever you want to use it for.
However, I don't think a normal distribution is really the best way to parameterize your data. Specifically, even playing around with the standard deviation, there doesn't seem to be a way to get the kurtosis your data exhibits:

Note how we either get all the mass over a much smaller part of the horizontal axis for small SDs, or get much more mass in the center of the distribution than in your picture for large SDs.
mu <- 128
ss <- c(5,10,20,40)
nn <- 1e7
par(mfrow=c(2,2),mai=c(.5,.5,.5,.1))
for ( ii in 1:4 )
set.seed(1)
hist(rnorm(nn,mu,ss[ii])%%256,col="grey",
freq=FALSE,xlim=c(0,256),xlab="",ylab="",main=paste("SD =",ss[ii]))I also tried a $t$ distribution by varying the degrees of freedom, but that didn't look very good, either.
So, if your distribution is not normal enough for your purposes, you may want to look at something like a Pearson type VII distribution. If you truncate this using the modulo operator, it will again not be a Pearson VII strictly speaking, but it may again be "sufficiently Pearson VII".
$endgroup$
$begingroup$
I called it Normal as I assumed that '(sample - sample)' = Normal, even if 'sample' itself is not Normal. 'sample' actually looks more like log-Normal. Would that explain the kurtosis problem?
$endgroup$
– Paul Uszak
Apr 21 at 17:04
1
$begingroup$
Perhaps it could be normal in the wrapped distribution sense of directional statistics?
$endgroup$
– jnez71
Apr 21 at 19:11
$begingroup$
That is possible. I'm afraid you have lost me with the sample, and its log-normality. Could you give a few more details?
$endgroup$
– Stephan Kolassa
Apr 21 at 20:05
$begingroup$
My understanding of it isn't fantastic (otherwise I'd post an answer) but I think the idea is that when you have a probability space with a sample set that is notRbut rather some cyclic group likeSO2or perhapsR mod 256, the mathematically accepted way to generalize any distribution onRto these spaces is to, well, do what the OP did and "identify" (via modulo) various samples as each other, summing the probabilities ad infinitum, like the wiki article describes:p_wrapped(x) = sum_over_all_k_in_N(p(x + k*r))whereris the mod value (so 256 for the OP)
$endgroup$
– jnez71
Apr 21 at 21:26
$begingroup$
For the normal distribution you get this which I suspect retains most of the properties we'd hope for (though I'm not 100% sure). Like perhaps a central limit theorem for thismodspace?
$endgroup$
– jnez71
Apr 21 at 21:29
add a comment |
Your Answer
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "65"
;
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: false,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: null,
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
,
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%2fstats.stackexchange.com%2fquestions%2f404265%2fis-normalmean-variance-mod-x-still-a-normal-distribution%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
No, by definition your distribution is not normal. The normal distribution has unbounded support, yours doesn't. QED.
Often enough, we don't need a normal distribution, only one that is "normal enough". Your distribution may well be normal enough for whatever you want to use it for.
However, I don't think a normal distribution is really the best way to parameterize your data. Specifically, even playing around with the standard deviation, there doesn't seem to be a way to get the kurtosis your data exhibits:

Note how we either get all the mass over a much smaller part of the horizontal axis for small SDs, or get much more mass in the center of the distribution than in your picture for large SDs.
mu <- 128
ss <- c(5,10,20,40)
nn <- 1e7
par(mfrow=c(2,2),mai=c(.5,.5,.5,.1))
for ( ii in 1:4 )
set.seed(1)
hist(rnorm(nn,mu,ss[ii])%%256,col="grey",
freq=FALSE,xlim=c(0,256),xlab="",ylab="",main=paste("SD =",ss[ii]))I also tried a $t$ distribution by varying the degrees of freedom, but that didn't look very good, either.
So, if your distribution is not normal enough for your purposes, you may want to look at something like a Pearson type VII distribution. If you truncate this using the modulo operator, it will again not be a Pearson VII strictly speaking, but it may again be "sufficiently Pearson VII".
$endgroup$
$begingroup$
I called it Normal as I assumed that '(sample - sample)' = Normal, even if 'sample' itself is not Normal. 'sample' actually looks more like log-Normal. Would that explain the kurtosis problem?
$endgroup$
– Paul Uszak
Apr 21 at 17:04
1
$begingroup$
Perhaps it could be normal in the wrapped distribution sense of directional statistics?
$endgroup$
– jnez71
Apr 21 at 19:11
$begingroup$
That is possible. I'm afraid you have lost me with the sample, and its log-normality. Could you give a few more details?
$endgroup$
– Stephan Kolassa
Apr 21 at 20:05
$begingroup$
My understanding of it isn't fantastic (otherwise I'd post an answer) but I think the idea is that when you have a probability space with a sample set that is notRbut rather some cyclic group likeSO2or perhapsR mod 256, the mathematically accepted way to generalize any distribution onRto these spaces is to, well, do what the OP did and "identify" (via modulo) various samples as each other, summing the probabilities ad infinitum, like the wiki article describes:p_wrapped(x) = sum_over_all_k_in_N(p(x + k*r))whereris the mod value (so 256 for the OP)
$endgroup$
– jnez71
Apr 21 at 21:26
$begingroup$
For the normal distribution you get this which I suspect retains most of the properties we'd hope for (though I'm not 100% sure). Like perhaps a central limit theorem for thismodspace?
$endgroup$
– jnez71
Apr 21 at 21:29
add a comment |
$begingroup$
No, by definition your distribution is not normal. The normal distribution has unbounded support, yours doesn't. QED.
Often enough, we don't need a normal distribution, only one that is "normal enough". Your distribution may well be normal enough for whatever you want to use it for.
However, I don't think a normal distribution is really the best way to parameterize your data. Specifically, even playing around with the standard deviation, there doesn't seem to be a way to get the kurtosis your data exhibits:

Note how we either get all the mass over a much smaller part of the horizontal axis for small SDs, or get much more mass in the center of the distribution than in your picture for large SDs.
mu <- 128
ss <- c(5,10,20,40)
nn <- 1e7
par(mfrow=c(2,2),mai=c(.5,.5,.5,.1))
for ( ii in 1:4 )
set.seed(1)
hist(rnorm(nn,mu,ss[ii])%%256,col="grey",
freq=FALSE,xlim=c(0,256),xlab="",ylab="",main=paste("SD =",ss[ii]))I also tried a $t$ distribution by varying the degrees of freedom, but that didn't look very good, either.
So, if your distribution is not normal enough for your purposes, you may want to look at something like a Pearson type VII distribution. If you truncate this using the modulo operator, it will again not be a Pearson VII strictly speaking, but it may again be "sufficiently Pearson VII".
$endgroup$
$begingroup$
I called it Normal as I assumed that '(sample - sample)' = Normal, even if 'sample' itself is not Normal. 'sample' actually looks more like log-Normal. Would that explain the kurtosis problem?
$endgroup$
– Paul Uszak
Apr 21 at 17:04
1
$begingroup$
Perhaps it could be normal in the wrapped distribution sense of directional statistics?
$endgroup$
– jnez71
Apr 21 at 19:11
$begingroup$
That is possible. I'm afraid you have lost me with the sample, and its log-normality. Could you give a few more details?
$endgroup$
– Stephan Kolassa
Apr 21 at 20:05
$begingroup$
My understanding of it isn't fantastic (otherwise I'd post an answer) but I think the idea is that when you have a probability space with a sample set that is notRbut rather some cyclic group likeSO2or perhapsR mod 256, the mathematically accepted way to generalize any distribution onRto these spaces is to, well, do what the OP did and "identify" (via modulo) various samples as each other, summing the probabilities ad infinitum, like the wiki article describes:p_wrapped(x) = sum_over_all_k_in_N(p(x + k*r))whereris the mod value (so 256 for the OP)
$endgroup$
– jnez71
Apr 21 at 21:26
$begingroup$
For the normal distribution you get this which I suspect retains most of the properties we'd hope for (though I'm not 100% sure). Like perhaps a central limit theorem for thismodspace?
$endgroup$
– jnez71
Apr 21 at 21:29
add a comment |
$begingroup$
No, by definition your distribution is not normal. The normal distribution has unbounded support, yours doesn't. QED.
Often enough, we don't need a normal distribution, only one that is "normal enough". Your distribution may well be normal enough for whatever you want to use it for.
However, I don't think a normal distribution is really the best way to parameterize your data. Specifically, even playing around with the standard deviation, there doesn't seem to be a way to get the kurtosis your data exhibits:

Note how we either get all the mass over a much smaller part of the horizontal axis for small SDs, or get much more mass in the center of the distribution than in your picture for large SDs.
mu <- 128
ss <- c(5,10,20,40)
nn <- 1e7
par(mfrow=c(2,2),mai=c(.5,.5,.5,.1))
for ( ii in 1:4 )
set.seed(1)
hist(rnorm(nn,mu,ss[ii])%%256,col="grey",
freq=FALSE,xlim=c(0,256),xlab="",ylab="",main=paste("SD =",ss[ii]))I also tried a $t$ distribution by varying the degrees of freedom, but that didn't look very good, either.
So, if your distribution is not normal enough for your purposes, you may want to look at something like a Pearson type VII distribution. If you truncate this using the modulo operator, it will again not be a Pearson VII strictly speaking, but it may again be "sufficiently Pearson VII".
$endgroup$
No, by definition your distribution is not normal. The normal distribution has unbounded support, yours doesn't. QED.
Often enough, we don't need a normal distribution, only one that is "normal enough". Your distribution may well be normal enough for whatever you want to use it for.
However, I don't think a normal distribution is really the best way to parameterize your data. Specifically, even playing around with the standard deviation, there doesn't seem to be a way to get the kurtosis your data exhibits:

Note how we either get all the mass over a much smaller part of the horizontal axis for small SDs, or get much more mass in the center of the distribution than in your picture for large SDs.
mu <- 128
ss <- c(5,10,20,40)
nn <- 1e7
par(mfrow=c(2,2),mai=c(.5,.5,.5,.1))
for ( ii in 1:4 )
set.seed(1)
hist(rnorm(nn,mu,ss[ii])%%256,col="grey",
freq=FALSE,xlim=c(0,256),xlab="",ylab="",main=paste("SD =",ss[ii]))I also tried a $t$ distribution by varying the degrees of freedom, but that didn't look very good, either.
So, if your distribution is not normal enough for your purposes, you may want to look at something like a Pearson type VII distribution. If you truncate this using the modulo operator, it will again not be a Pearson VII strictly speaking, but it may again be "sufficiently Pearson VII".
answered Apr 21 at 14:19
Stephan KolassaStephan Kolassa
48.7k8102185
48.7k8102185
$begingroup$
I called it Normal as I assumed that '(sample - sample)' = Normal, even if 'sample' itself is not Normal. 'sample' actually looks more like log-Normal. Would that explain the kurtosis problem?
$endgroup$
– Paul Uszak
Apr 21 at 17:04
1
$begingroup$
Perhaps it could be normal in the wrapped distribution sense of directional statistics?
$endgroup$
– jnez71
Apr 21 at 19:11
$begingroup$
That is possible. I'm afraid you have lost me with the sample, and its log-normality. Could you give a few more details?
$endgroup$
– Stephan Kolassa
Apr 21 at 20:05
$begingroup$
My understanding of it isn't fantastic (otherwise I'd post an answer) but I think the idea is that when you have a probability space with a sample set that is notRbut rather some cyclic group likeSO2or perhapsR mod 256, the mathematically accepted way to generalize any distribution onRto these spaces is to, well, do what the OP did and "identify" (via modulo) various samples as each other, summing the probabilities ad infinitum, like the wiki article describes:p_wrapped(x) = sum_over_all_k_in_N(p(x + k*r))whereris the mod value (so 256 for the OP)
$endgroup$
– jnez71
Apr 21 at 21:26
$begingroup$
For the normal distribution you get this which I suspect retains most of the properties we'd hope for (though I'm not 100% sure). Like perhaps a central limit theorem for thismodspace?
$endgroup$
– jnez71
Apr 21 at 21:29
add a comment |
$begingroup$
I called it Normal as I assumed that '(sample - sample)' = Normal, even if 'sample' itself is not Normal. 'sample' actually looks more like log-Normal. Would that explain the kurtosis problem?
$endgroup$
– Paul Uszak
Apr 21 at 17:04
1
$begingroup$
Perhaps it could be normal in the wrapped distribution sense of directional statistics?
$endgroup$
– jnez71
Apr 21 at 19:11
$begingroup$
That is possible. I'm afraid you have lost me with the sample, and its log-normality. Could you give a few more details?
$endgroup$
– Stephan Kolassa
Apr 21 at 20:05
$begingroup$
My understanding of it isn't fantastic (otherwise I'd post an answer) but I think the idea is that when you have a probability space with a sample set that is notRbut rather some cyclic group likeSO2or perhapsR mod 256, the mathematically accepted way to generalize any distribution onRto these spaces is to, well, do what the OP did and "identify" (via modulo) various samples as each other, summing the probabilities ad infinitum, like the wiki article describes:p_wrapped(x) = sum_over_all_k_in_N(p(x + k*r))whereris the mod value (so 256 for the OP)
$endgroup$
– jnez71
Apr 21 at 21:26
$begingroup$
For the normal distribution you get this which I suspect retains most of the properties we'd hope for (though I'm not 100% sure). Like perhaps a central limit theorem for thismodspace?
$endgroup$
– jnez71
Apr 21 at 21:29
$begingroup$
I called it Normal as I assumed that '(sample - sample)' = Normal, even if 'sample' itself is not Normal. 'sample' actually looks more like log-Normal. Would that explain the kurtosis problem?
$endgroup$
– Paul Uszak
Apr 21 at 17:04
$begingroup$
I called it Normal as I assumed that '(sample - sample)' = Normal, even if 'sample' itself is not Normal. 'sample' actually looks more like log-Normal. Would that explain the kurtosis problem?
$endgroup$
– Paul Uszak
Apr 21 at 17:04
1
1
$begingroup$
Perhaps it could be normal in the wrapped distribution sense of directional statistics?
$endgroup$
– jnez71
Apr 21 at 19:11
$begingroup$
Perhaps it could be normal in the wrapped distribution sense of directional statistics?
$endgroup$
– jnez71
Apr 21 at 19:11
$begingroup$
That is possible. I'm afraid you have lost me with the sample, and its log-normality. Could you give a few more details?
$endgroup$
– Stephan Kolassa
Apr 21 at 20:05
$begingroup$
That is possible. I'm afraid you have lost me with the sample, and its log-normality. Could you give a few more details?
$endgroup$
– Stephan Kolassa
Apr 21 at 20:05
$begingroup$
My understanding of it isn't fantastic (otherwise I'd post an answer) but I think the idea is that when you have a probability space with a sample set that is not
R but rather some cyclic group like SO2 or perhaps R mod 256, the mathematically accepted way to generalize any distribution on R to these spaces is to, well, do what the OP did and "identify" (via modulo) various samples as each other, summing the probabilities ad infinitum, like the wiki article describes: p_wrapped(x) = sum_over_all_k_in_N(p(x + k*r)) where r is the mod value (so 256 for the OP)$endgroup$
– jnez71
Apr 21 at 21:26
$begingroup$
My understanding of it isn't fantastic (otherwise I'd post an answer) but I think the idea is that when you have a probability space with a sample set that is not
R but rather some cyclic group like SO2 or perhaps R mod 256, the mathematically accepted way to generalize any distribution on R to these spaces is to, well, do what the OP did and "identify" (via modulo) various samples as each other, summing the probabilities ad infinitum, like the wiki article describes: p_wrapped(x) = sum_over_all_k_in_N(p(x + k*r)) where r is the mod value (so 256 for the OP)$endgroup$
– jnez71
Apr 21 at 21:26
$begingroup$
For the normal distribution you get this which I suspect retains most of the properties we'd hope for (though I'm not 100% sure). Like perhaps a central limit theorem for this
mod space?$endgroup$
– jnez71
Apr 21 at 21:29
$begingroup$
For the normal distribution you get this which I suspect retains most of the properties we'd hope for (though I'm not 100% sure). Like perhaps a central limit theorem for this
mod space?$endgroup$
– jnez71
Apr 21 at 21:29
add a comment |
Thanks for contributing an answer to Cross Validated!
- 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%2fstats.stackexchange.com%2fquestions%2f404265%2fis-normalmean-variance-mod-x-still-a-normal-distribution%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
1
$begingroup$
Can you give the values of $mu$ and $sigma^2$? Also, there seems to be something off: the result of a $textmod 256$ operation will be between 0 and 256, so the result after adding 128 should be between 126 and 384, unlike your picture. Did you simply not add 128 before plotting?
$endgroup$
– Stephan Kolassa
Apr 21 at 13:54
$begingroup$
I don't think it would hold for any $mu$ and $sigma$, and for some paramters it would just like subtracting a value.
$endgroup$
– Lerner Zhang
Apr 21 at 14:00
$begingroup$
Seems related to the wrapped normal distribution also discussed here
$endgroup$
– jnez71
Apr 21 at 18:54