Timeline for Can sub-Gaussian distributions have non-zero mean?
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 6, 2018 at 10:15 | vote | accept | HBeel | ||
| Nov 5, 2018 at 15:52 | answer | added | JP Trawinski | timeline score: 7 | |
| Feb 4, 2018 at 17:01 | answer | added | Chill2Macht | timeline score: 10 | |
| Nov 9, 2017 at 21:41 | comment | added | HBeel | @Raskolnikov After reading the papers some more I think you're right. Am I correct in thinking that formally if a random variable is sub-Gaussian it has zero mean and that the bandit papers are actually suggesting the reward is the sum of some random variable (which defines the mean) plus a sub-Gaussian? I just feel like the bandit papers are abusing the definition a bit by calling the shifted sub-Gaussian a sub-Gaussian. I come from more of a math/computer-science background so I'm not sure if this is common in statistics. | |
| Nov 9, 2017 at 18:52 | comment | added | Raskolnikov | I suppose it's just a matter of translating the variable by adding or subtracting a constant $\mu$. The definitions you give initially only want to treat standardized variables for convenience. But I don't see the problem to consider variables that would have a non-zero mean. | |
| Nov 9, 2017 at 18:33 | history | asked | HBeel | CC BY-SA 3.0 |