In one group (math.SE), a question was asked. Parts of that question that needed explanation were asked in another group (stats.SE).
Where should one link to the second question in the first? As an edit to the main question, or in a comment to the main questions, or some other way.
Note that here the first question is still active, the second question may or may not be active. Also, it may not be relevant that the questions are in different groups.
If you are the author of both questions (in this scenario you are not), then I think it's perfectly fair to just add an edit at the bottom stating something along the lines of:
This question was followed up with this question on Cross Validated.
When you're not the author, I would instead suggest posting it as a comment on the question. Hopefully get some upvotes for it, too, so that it gets guaranteed visibility. This is often used for intra-site linking as well.
In your case, since the question seems to be a followthrough from your answer. The Maths question is "Can this be done, what do I need to know?" kind of deal, and your answer addresses that. The Stats question is "How do I do this?" type of model. Since that's basically a lead-in from both the question and your answer to the Math question, I would suggest incorporating the link into your answer. That way, it not only links the two questions, but also adds more completion to your answer.
