Practically, PΠ=π(X,Y) is only known through a finite sample SΠ=π(X,Y) = {(x1,y1),(x2,y2),⋯,(xn,yn)} (a scatter plot ). Hence, we have a double random process:
- Draw Pair (PΠ=π(X,Y),G=g) from mother distribution PM(PΠ=π(X,Y),G).
- Draw n samples from PΠ=π(X,Y):
SΠ=π(X,Y) = {(x1,y1),(x2,y2),⋯,(xn,yn)}
- Repeat the process to obtain emough training and/or test examples:
{(S1(X,Y),g1),(S2(X,Y),g2),⋯,(SN(X,Y),gN)}