Sofia Fredriksson

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normal-distribution

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Conditional distribution of multivariate normal distribution

Jul 7, 2020

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$X_{1},X_{2},X_{3}\overset{i.i.d.}{\sim}N(0,1)$, find m.g.f. of $Y=X_{1}X_{2}+X_{1}X_{3}+X_{2}X_{3}$

Jul 22, 2020

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$X\sim \exp(1/a)$, what is the pdf of $Y=X-[X]$?

Nov 13, 2016

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Minimize $\mathrm{E}(U-bV-a)^{2}$, $U=\sum_{i=1}^{3}X_{i}.\, V=\sum_{i=1}^{3}i X_{i}\quad X_{1},X_{2},X_{3}\in N(1,1)$ i.i.d. r.v

Jul 27, 2020

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Minimize $\mathrm{E}(U-bV-a)^{2}$, $U=\sum_{i=1}^{3}X_{i}.\, V=\sum_{i=1}^{3}i X_{i}\quad X_{1},X_{2},X_{3}\in N(1,1)$ i.i.d. r.v

Jul 30, 2020

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