query: Is there a "canonical" probabilistic version of the step function?
positive_passages.docid: 113882
positive_passages.text: Why sigmoid function instead of anything else?
negative_passages.docid: 84376
negative_passages.text: How to compute probabilities of normally distributed variables?
negative_passages.docid: 129600
negative_passages.text: Equation for a smooth staircase function
negative_passages.docid: 13944
negative_passages.text: Pollard-Strassen Algorithm
negative_passages.docid: 102267
negative_passages.text: Adding very small probabilities - How to compute?
negative_passages.docid: 18511
negative_passages.text: Can we construct a function that has uncountable many jump discontinuities?
negative_passages.docid: 137224
negative_passages.text: Sequential Update of Bayesian
negative_passages.docid: 126838
negative_passages.text: Moment generating function of Laplace distribution step by step
negative_passages.docid: 24674
negative_passages.text: On posterior in the Bayesian bootstrap
negative_passages.docid: 133723
negative_passages.text: Probability of lim sup, lim inf for sequence of random variables.
negative_passages.docid: 153646
negative_passages.text: Convex combination of cumulative distribution functions
negative_passages.docid: 7207
negative_passages.text: Statistics: sequences of independent and identically distributed random variables
negative_passages.docid: 23843
negative_passages.text: Abstract Integration in Elementary Probability Theory
negative_passages.docid: 105904
negative_passages.text: conditional probability of joints
negative_passages.docid: 79737
negative_passages.text: Characterization of two-step 2x2 stochastic matrices
negative_passages.docid: 131287
negative_passages.text: Algorithm for determining random events
negative_passages.docid: 110415
negative_passages.text: Proving a sequence of step functions converges pointwise to a function $f$.