All Questions
4 questions
2
votes
0
answers
108
views
Maximum Uncertainty in Normal Distribution
While reading Goodfellow's Deep Learning Book, I came across the below fact about Normal Distribution. I am not sure I have understood what led to this conclusion, Can someone help with it?
"Out ...
- 51
1
vote
1
answer
132
views
Is there any relationship between two normalized gamma distributions?
Consider two normalized gamma distribution functions $\frac{\Gamma(x,y)}{\Gamma(x)}$ and $\frac{\Gamma(nx,ny)}{\Gamma(nx)}$ where $n$ is a positive integer value. Is there any relationship between the ...
- 11
1
vote
1
answer
34
views
How to expand $\text{erf}\bigg(\frac{(ax-b)}{\sqrt{2}}\bigg) = \text{erf}\bigg(\frac{ax}{\sqrt{2}}\bigg) + \text{some_value}$?
The error function is defined as, $$\text{erf}\bigg(\frac{(ax-b)}{\sqrt{2}}\bigg) = \frac{2}{\sqrt{\pi}}\int_{0}^{\frac{(ax-b)}{\sqrt{2}}} e^{-t^{2}/2}dt$$. My question is how to expand the above ...
- 335
1
vote
3
answers
271
views
Samples from a multivariate t distribution
Hi I have the following problem.
I draw a sample of a multivariate t-distribution with some fixed covariance matrix,
so that the realizations are correlated, and $\nu=4$. Now I repeat this $n$ times, ...
- 13