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  • Member for 10 years, 3 months
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12 votes
1 answer
1k views

Probability distribution of functions of random variables?

12 votes
2 answers
2k views

If all the marginal distributions are continuous, then the joint distribution is continuous?

8 votes
1 answer
2k views

Marginal independence does not imply joint independence

8 votes
1 answer
442 views

Sklar’s Extension Theorem and support restrictions

7 votes
2 answers
273 views

Expectation of truncated distribution

7 votes
3 answers
572 views

Formula of conditional probability when we have discrete and continuous random variables

7 votes
1 answer
154 views

Observations for a bivariate Gaussian mixture

6 votes
1 answer
477 views

Can we always write a random variable as conditional expectation plus independent error?

6 votes
2 answers
161 views

Bounding the distance of empirical average from its expected value

6 votes
2 answers
173 views

Inequalities involving expectations

5 votes
2 answers
205 views

Which is the relation between population/probability space/sampling?

5 votes
2 answers
4k views

Does uniform conditional distribution imply independence?

5 votes
1 answer
462 views

Extreme value theory: show that $ \lim_{n\rightarrow \infty}a_n $ exists and is finite

5 votes
1 answer
233 views

Existence of a random vector such that the differences of its components satisfy some restrictions

4 votes
1 answer
114 views

Question on how to construct a confidence interval

4 votes
1 answer
964 views

Clarification of LLNs when non i.i.d. observations

4 votes
1 answer
5k views

Confidence interval for sum of parameters

4 votes
0 answers
302 views

Sign and size of OLS bias for Tobit models

4 votes
1 answer
992 views

Bounded density function: definition?

4 votes
2 answers
109 views

Show that $\Pr(G=1|Z=1, \eta)=1$ and $\mathbb{E}(\eta|Z=1)=0$ imply $\mathbb{E}(G\times \eta|Z=1)=0$

3 votes
2 answers
84 views

$\Pr(A \cap B \cap C)=\Pr(A\cap B \cap D)$ implies $\Pr(A \cap B \cap C^c)=\Pr(A\cap B \cap D^c)$?

3 votes
1 answer
122 views

Show that $\Pr\big(X_t=x \, | \, X_{1},\dots, X_{t-1}\big) \geq \nu_x$ implies $\Pr\big(X_t=x \, | \, Y_{1},\dots, Y_{t-1}\big) \geq \nu_x$

3 votes
2 answers
168 views

Implication of $E(XY)\neq 0$

3 votes
1 answer
110 views

Implications of mean independence

3 votes
1 answer
257 views

Construction of instrumental variables

3 votes
1 answer
89 views

Examples of orthogonal but correlated random variables and viceversa

3 votes
1 answer
129 views

From marginal distribution to joint distribution with independence

3 votes
0 answers
231 views

Conservative confidence interval for linear combination of parameters

3 votes
1 answer
457 views

Can we always write a random variable as conditional expectation plus error?

3 votes
0 answers
80 views

Derive the closed form of a probability expression