Tagged Questions

2
votes
0answers
72 views

Can we approximate the distribution of S?

I want to understand how the sampling distribution of the whole covariance matrix behaves for large $n$. I am trying to use the delta method and multivariate CLT. I am trying to show that when the ...
5
votes
2answers
331 views

Putting a confidence interval on the mean of a very rare event

I'm simulating an extremely rare event (the detection of weighted photon packets in a highly absorbing material). For example, I may simulate the transmission of 1e9 photons and only detect 10 of them ...
16
votes
5answers
728 views

Test for finite variance?

Is it possible to test for finiteness (or existence) of the variance of a random variable given a sample? As a null, either {the variance exists and is finite} or {the variance does not exist/is ...