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In this article https://medium.com/@jam.meow/time-rescaling-theorem-1-theory-and-background-knowledge-687289aeea91, I'm confused how you can just split the pdf into a product of pdf and probability?Screenshot 2023-06-20 at 17.45.25.png
(edited 10 months ago)
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Original post by Student 999
In this article https://medium.com/@jam.meow/time-rescaling-theorem-1-theory-and-background-knowledge-687289aeea91, I'm confused how you can just split the pdf into a product of pdf and probability?Screenshot 2023-06-20 at 17.45.25.png

If your asking about the 2nd line, then that appears to be (tired, so not gone through all the details and I dont really want to) just the usual conditional so
p(A,B) = p(A|B)p(B)
B = mu_(n+1)>T
A = mu_1...
But theres enough fiddly bits in there for me not to be 100%.

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