Timeline for Inference on $P\left(\left.\sum_{i=1}^{N}X_{i}\ \right|\ \sum_{i=1}^{N}X_{i}^{2}\right)$ when $X_{i}\sim\mathcal{N}\left(0,1\right)$?
Current License: CC BY-SA 3.0
11 events
when toggle format | what | by | license | comment | |
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Sep 2, 2015 at 23:26 | history | tweeted | twitter.com/#!/StackStats/status/639217824867729409 | ||
Sep 2, 2015 at 17:05 | vote | accept | BLaursen | ||
Sep 2, 2015 at 17:01 | vote | accept | BLaursen | ||
Sep 2, 2015 at 17:05 | |||||
Sep 2, 2015 at 15:28 | answer | added | jlimahaverford | timeline score: 3 | |
Sep 2, 2015 at 15:26 | comment | added | JohnK | It is worth noting that the sums are uncorrelated. | |
Sep 2, 2015 at 15:15 | answer | added | whuber♦ | timeline score: 10 | |
Sep 2, 2015 at 15:13 | comment | added | Xi'an | I suggest starting from the joint distribution of $(\sum_i X_i,\sum_i (X_i-\bar{X})^2)$ and from $\sum_I X_i^2=\sum_I (X_i-\bar{X})^2+n\bar{X}^2$. | |
Sep 2, 2015 at 15:10 | comment | added | Xi'an | @user30490: I am afraid this formula makes little sense for continuous variables... | |
Sep 2, 2015 at 15:00 | comment | added | JimB | You should mention that you also simultaneously posted this same question at math.stackexchange.com/questions/1418333/…. | |
Sep 2, 2015 at 14:34 | comment | added | user30490 | Have you tried writing down $$P\left(\sum_{i=1}^Nx_i\bigg|\sum_{i=1}^Nx_i^2\right)=\frac{P\left(\sum_{i=1}^Nx_i\times\sum_{i=1}^Nx_i^2\right)}{P\left(\sum_{i=1}^Nx_i^2\right)}$$ | |
Sep 2, 2015 at 14:01 | history | asked | BLaursen | CC BY-SA 3.0 |