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Expectation of a sequence of random variables based on a set of iid Gaussian random variables
This is a rather convoluted problem: I'll my best trying to explain it. So, we have $m$ iid standard Gaussian RVs $Q_i$. We get a realization from each of them, and these values $q_1,\dots,q_m$ are ...
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4
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Integral from the Adversarial Spheres paper (maximum of the difference between a constant and a normal random variable)
I'm trying to follow a proof in the Adversarial Spheres preprint on arXiv. The proof requires the computation of the integral in Appendix F, page 14:
$$\mathbf{E}\left[\max\left(\sqrt{2}\left(\frac{\...
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