Questions tagged [absolute-value]

Question concerns the consequences of using the absolute value function in part of the definition of one or more statistics.

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Analogous result to Isserlis' theorem for mixed absolute product-moments of multivariate normal distribution

Suppose that $(X_1, \cdots, X_n)$ have a joint normal distribution. If $n = 2m + 1$, then $\mathbb{E} \left[ \prod_{j=1}^n X_j \right] = 0$. This can be argued from the symmetry of the multivariate ...
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Solve an inequality finding the upper bound

Suppose that there exists a constant $C$ such that the following relation holds for all $G$: \begin{equation*} \vert T(F)-T(G) \vert \le C \sup_y \vert F(y)-G(y) \vert \end{equation*} Suppose that ...
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Test which time series is closer to zero

I have two time series, A and B, which represent reactions of subject A and B to a certain medication measured at different point in times. I want to formally test that the reaction of patient A is ...
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Absolute of expected value of multivariate correlated Bernoulli

I am running some experiment where I draw samples from a multivariate Bernoulli distribution (in this case taking values -1 or +1) with a single correlation coefficient (i.e., same correlation for all ...
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Is the absolute value of the difference between two Poisson distributions a Poisson distribution?

What is the distribution of the absolute value of the Skellam distribution?
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