Mathematical logic and foundations Definition
Preimage of a set
Remarks
Another name is the inverse image. The notation makes sense for every , also when has no inverse function. Preimages respect all set operations: , and the same holds for unions and complements. Example: for on , .
Reading path
To understand this page from the ground up, read these 14 pages in order. The foundations come first.
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- Element definition
- Proposition concept
- Set definition
- Implication definition
- Predicate definition
- Ordered pair definition
- Existential quantifier definition
- Universal quantifier definition
- Cartesian product definition
- Subset definition
- Uniqueness quantifier definition
- Binary relation definition
- Function definition
- Preimage of a set definition
Where this leads
429 pages build on this one.
- Variance
- Chernoff bound
- Chapman–Kolmogorov equation
- Bias of an estimator
- Urysohn's lemma
- Identically distributed random variables
- Law of the unconscious statistician
- Density of the normal distribution
- Exponential distribution
- Covariance matrix
- Chebyshev's inequality
- Characteristic function of a sum of independent random variables
- Stationary distribution
- Bernoulli process
- Markov chain
- Statistic
- Arzelà–Ascoli theorem
- Law of total variance
- Variance of the normal distribution
- Equivalence of norms in finite dimension
- Torus
- Cauchy–Schwarz inequality for expectations
- Continuous bijection from a compact space to a Hausdorff space is a homeomorphism
- Möbius strip
- Correlation coefficient
- Variance under translation
- Almost sure convergence
- Law of total expectation
- Probability density function
- Expectation of a product of independent random variables
- Likelihood function
- Homeomorphism
- Composition of continuous maps is continuous
- Markov's inequality
- Standard score
- Poisson point process
- Gamma distribution
- Inclusion of a subspace is continuous
- De Moivre–Laplace theorem
- Heine–Cantor theorem
- Kolmogorov's zero–one law
- Independent random variables are uncorrelated
- Convolution of probability distributions
- Continuity at a point of a topological space
- Normal distribution
- Mean of the Poisson distribution
- Statistical hypothesis test
- Independence means the joint law is the product of the marginals
- Topological embedding
- Median
- Intermediate value theorem for connected spaces
- Completeness of the space of bounded continuous functions
- Method of moments
- Mean of the normal distribution
- Finite-dimensional normed spaces are complete
- Independent and identically distributed random variables
- Marginal distribution
- Moment-generating function of the normal distribution
- Quantile function
- Continuity via closed sets
- Weak law of large numbers
- Random walk
- Linear maps on finite-dimensional spaces are continuous
- Random variable with a density
- Uncorrelated random variables that are not independent
- Kurtosis
- Martingale
- Variance of a sum
- Mean of the geometric distribution
- Expected value
- Strong law of large numbers
- Covariance
- Random variable
- Independence of two random variables
- Neyman–Pearson lemma
- Convergence in probability
- P-value
- Epsilon-delta continuity in metric spaces
- Chi-squared test
- Continuous image of a connected set is connected
- Convergence in probability implies convergence in distribution
- Central limit theorem
- 68–95–99.7 rule
- Transition matrix
- Conditional variance
- Bounded linear maps are continuous
- Universal property of the quotient topology
- Lévy's continuity theorem
- Convergence of random variables
- Maximum likelihood estimation
- Multivariate normal distribution
- Skewness
- Galton–Watson process
- Markov property
- Student's t-test
- Discrete random variable
- Bernoulli distribution
- Convergence in distribution
- The cumulative distribution function determines the distribution
- Sample variance
- Bayesian inference
- Path-connected space
- Topologist's sine curve
- Confidence interval
- Continuous image of a compact set is compact
- Variance under scaling
- Discrete uniform distribution
- Universal property of the product topology
- Equicontinuity
- Coupon collector's problem
- Cumulative distribution function
- Open connected subsets of R^n are path-connected
- Characteristic function
- Cauchy distribution
- Variance as the mean of the square minus the square of the mean
- Moment-generating function
- Student's t-distribution
- Characteristic function of the normal distribution
- Sum of independent normal random variables
- Linearity of expectation
- Sup norm on bounded continuous functions
- Moment
- Heine–Borel theorem in finite-dimensional normed spaces
- Projections are continuous
- Beta distribution
- Expectation with respect to the binomial distribution
- Cumulant generating function
- Joint probability distribution
- Stochastic process
- Sample mean
- Type I and type II errors
- Generating function of a sum of independent random variables
- Chi-squared distribution
- Limit of the cumulative distribution function at infinity
- Cantor set is homeomorphic to the space of binary sequences
- Continuous linear map
- Path component
- Hypergeometric distribution
- Moments are derivatives of the moment-generating function at zero
- Almost sure convergence implies convergence in probability
- Continuous map of topological spaces
- The characteristic function determines the distribution
- Law of a random variable
- Convergence in mean
- Estimator
- Variance of a sum of independent random variables
- Continuous real function on a compact set attains its bounds
- Mean squared error
- Quotient topology
- Poisson distribution
- Continuity is equivalent to sequential continuity in metric spaces
- Binomial distribution
- Standard deviation
- Compact closed unit ball implies finite dimension
- Probability mass function
- Gambler's ruin
- Continuous uniform distribution
- Circle as a quotient of the real line
- Hoeffding's inequality
- Moment-generating function of a sum of independent random variables
- Tietze extension theorem
- Independence of random variables
- Geometric distribution
- Monotonicity of the cumulative distribution function
- Consistent estimator
- Poisson limit theorem
- Negative binomial distribution
- Tail sum formula for expectation
- Conditional expectation
- Absorbing Markov chain
- Continuity via open sets
- Sum of independent Poisson random variables
- Conditional probability distribution
- Probability-generating function
- Memorylessness
- Path-connected spaces are connected
- Central moment
- Operator norm
- Law of large numbers
- Doob's upcrossing inequality
- Relative CW complex
- Translation surface
- Bernstein–von Mises theorem
- Cramér–Rao bound
- Stone–Weierstrass theorem
- Efficiency of an estimator
- Log-rank test
- Functional data analysis
- Poisson regression
- Sequential analysis
- Ergodic decomposition
- Koksma–Hlawka inequality
- Hodges' superefficient estimator
- Martingale representation theorem
- Classification of surfaces
- Mathematical statistics
- F-test
- Stationary process
- L2 convergence of Fourier series
- Cramér–Wold theorem
- Brouwer's characterization of the Cantor space
- Boolean model
- Kolmogorov–Arnold–Moser theorem
- Schwarz–Christoffel mapping
- Stochastic partial differential equation
- Teichmüller space
- Minkowski question-mark function
- Wald–Wolfowitz optimality of the sequential probability ratio test
- Doob's martingale inequality
- Sequential probability ratio test
- Céa's lemma
- Brownian bridge
- Consistency of the maximum likelihood estimator
- Wiener process
- Empirical Bayes method
- Karhunen–Loève theorem
- Itô isometry
- CW complex
- Bayes factor
- Pickands–Balkema–De Haan theorem
- Basu's theorem
- Vanishing mean oscillation
- Banach bundle
- Variogram
- Robbins–Monro algorithm
- Contiguity of measures
- Order statistic
- Absolute neighborhood retract
- Lindley's paradox
- Tychonoff space
- M-estimator
- Ornstein–Uhlenbeck process
- Kernel regression
- Adapted process
- Score test
- Kingman's subadditive ergodic theorem
- Multivariate analysis of variance
- Lax–Milgram theorem
- McDiarmid's inequality
- Lévy's characterization of Brownian motion
- Asymptotic normality of the maximum likelihood estimator
- Mann–Whitney U test
- Kolmogorov automorphism
- Standard map
- Score
- F-distribution
- Δ-complex
- Edgeworth expansion
- Continuous functional calculus
- Monotone likelihood ratio
- Sample mean and sample covariance
- Wilcoxon signed-rank test
- Metropolis–Hastings algorithm
- Minimum total potential energy principle
- Continuous-time Markov chain
- Kriging
- Minimal sufficient statistic
- Whittle likelihood
- Logistic regression
- Carathéodory's theorem on boundary extension
- Convergence to equilibrium of ergodic Markov chains
- Cramér–von Mises criterion
- Azuma's inequality
- Gaussian free field
- Kernel density estimation
- Arnold's cat map
- Erdős–Kac theorem
- Detailed balance
- Coupling from the past
- Robust statistics
- Hidden Markov model
- Finite-dimensional distributions
- Continuous mapping theorem
- Bias–variance decomposition
- Lévy process
- Wald's equation
- Random ordinary differential equation
- Topological ring
- Monte Carlo integration
- Time series
- Optional stopping theorem
- Singular simplicial set
- Breakdown point
- Delta method
- Regular surface
- Noncentral chi-squared distribution
- Hájek–Le Cam convolution theorem
- Behrens–Fisher problem
- Submartingale
- Hodges–Lehmann estimator
- Kruskal–Wallis test
- Stochastic difference equation
- Sampling distribution
- Information geometry
- Recurrence and transience of states
- Approximation of a kernel by degenerate kernels
- Malliavin calculus
- Wishart distribution
- Birth–death process
- Statistical inference
- Minimum-variance unbiased estimator
- Sign test
- Action-angle coordinates
- Slutsky's theorem
- Tanaka's formula
- Sinai billiard
- Geometric Brownian motion
- Empirical likelihood
- Dvoretzky–Kiefer–Wolfowitz inequality
- Bayesian information criterion
- Berry–Esseen theorem
- Hunt process
- Cochran's theorem
- Stochastic approximation
- Jackknife
- Quantile regression
- Markov chain mixing time
- Birkhoff's ergodic theorem
- Akaike information criterion
- Schauder fixed-point theorem for integral equations
- Milnor's isospectral flat tori
- Poincaré inequality
- Hewitt–Savage zero–one law
- Reflection principle
- Credible interval
- Contraction mapping principle for integral equations
- Density of trigonometric polynomials in continuous functions
- Orbifold
- Independence of sample mean and sample variance for normal samples
- Self-similar process
- Gibbs sampling
- Estimating equations
- Supermartingale
- Anderson–Darling test
- Spearman's rank correlation coefficient
- Family-wise error rate
- Torus knot
- Markov chain Monte Carlo
- Compactness of integral operators
- Dickey–Fuller test
- Orientation of a manifold
- Galerkin method
- Generalized method of moments
- Doob's martingale convergence theorems
- Random integral equation
- Uniformly most powerful test
- Compactness of families of harmonic functions
- Real projective plane
- Bernstein inequalities
- Kendall rank correlation coefficient
- Semimartingale
- Empirical distribution function
- Bootstrap
- Influence function
- Oseledets theorem
- Itô calculus
- Ancillary statistic
- Commutative Gelfand–Naimark theorem
- Stopped process
- Fourier basis of L2 of the circle
- Moments of the log-normal distribution
- Jentzsch's theorem on positive kernels
- Complete statistic
- Horvitz–Thompson estimator
- Quasisymmetric map
- Liouville–Arnold theorem
- U-statistic
- Fractional Brownian motion
- L-estimator
- Power of a test
- Banach–Stone theorem
- Banach–Mazur theorem
- Sufficient statistic
- Gaussian process
- Missing data mechanisms
- Likelihood-ratio test
- Karlin–Rubin theorem
- Noncommutative geometry
- Conjugate prior
- Kolmogorov–Smirnov test
- Ladyzhenskaya–Babuška–Brezzi condition
- Singular homology
- Expectation–maximization algorithm
- Hotelling's T-squared distribution
- Burkholder–Davis–Gundy inequality
- Doob–Meyer decomposition theorem
- Cross-validation
- Wald test
- Pivotal quantity
- Generalized linear model
- Tame Fréchet space
- Basel problem via Fourier series
- Box–Jenkins method
- Kolmogorov continuity theorem
- Graph embedding
- Pesin theory
- Cantor algebra
- Empirical process
- Binomial proportion confidence interval
- Lévy's upward theorem
- False discovery rate and the Benjamini–Hochberg procedure
- Cantor space
- Neyman construction
- Riemann surface
- Wilks' theorem
- Pseudo-Anosov map
- Algorithmic randomness
- Geometric realization
- Skorokhod's embedding theorem
- Torus as a group
- Permutation test
- Fisher's exact test
- Bonferroni correction
- Automorphism group of a bounded domain is a Lie group
- Doob decomposition theorem
- Rellich–Kondrachov theorem
- Local asymptotic normality
- Frequentist inference
- Likelihood principle
- Bunimovich stadium
- Maximal torus
- Fisher–Neyman factorization theorem
- Girsanov theorem
- Quadratic variation
- Observed information
- Feller process
- Point estimation
- Montel's theorem
- Local martingale
Further reading
- Web https://en.wikipedia.org/wiki/Image_(mathematics), Inverse image
About this page
| Tag | 0FGCFY1AZX |
|---|---|
| URI | m2://0FGCFY1AZX |
| Kind | definition |
| Writing | W0 stub |
| MSC | 03E20 |
| Defines | Preimage of a set |
| Uses | Function, Subset |
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