Tagged Questions

2
votes
1answer
54 views

Probability distribution for varying probabilities in R

I'd like to plot the probability distribution for a set of binomial trials in R, the catch is that each trial has an independent probability of success (which I have in vector form). So, in R if I ...
4
votes
1answer
159 views

Distribution of arrival times to server for an M/M/1 queue (what the server experiences)

In an M/M/1 queue, we know that inter-arrival times are exponentially distributed, and that service times are the same. What is the distribution of to-server inter-arrival times (aka service start ...
1
vote
1answer
127 views

Variance of median from the mixture distribution

Consider iid samples from a fixed distribution function $F(x)$ and consider its median. Now consider another median from iid samples where one half is drawn from $F_1(x)$ and the other is drawn from ...
3
votes
1answer
424 views

Computing Gaussian mixture model probabilities

I was looking over the solution to this question on SO and it got me thinking about computing probabilities for a Gaussian mixture model. Let's assume you've fit some Gaussian mixture model so that ...
5
votes
3answers
224 views

Series expansion of a density function

Here's something I've wondered about for a while, but haven't been able to discover the correct terminology. Say you have a relatively complicated density function that you suspect might have a close ...