In probability theory, coupling is a proof technique that allows one to compare two unrelated random variables (distributions) X and Y by creating a random vector W whose marginal distributions correspond to X and Y respectively. The choice of W is generally not unique, and the whole idea of "coupling" is about making such a choice so that X and Y can be related in a particularly desirable way.
In probability theory, coupling is a proof technique that allows one to compare two unrelated random variables (distributions) X and Y by creating a random vector W whose marginal distributions correspond to X and Y respectively. The choice of W is generally not unique, and the whole idea of "coupling" is about making such a choice so that X and Y can be related in a particularly desirable way.
Source: Wikipedia "Coupling (probability)" · CC BY-SA 4.0
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