StijnDeVuyst's user avatar
StijnDeVuyst's user avatar
StijnDeVuyst's user avatar
StijnDeVuyst
  • Member for 8 years, 8 months
  • Last seen this week
  • Belgium
45 votes

Find expected value using CDF

26 votes

What is the demonstration of the variance of the difference of two dependent variables?

22 votes

What intuitive explanation is there for the central limit theorem?

18 votes

What is your favorite "data analysis" cartoon?

13 votes

How can I calculate $E\left(\prod_{i=1}^{n}\frac{X_i}{X_{(n)}}\right)$ where $X_1,\ldots,X_n$ are i.i.d $U(0,\theta)$?

11 votes
Accepted

Moment-generating function (MGF) of non-central chi-squared distribution

10 votes

Equilibrium distribution of Markov chain

7 votes
Accepted

Can $x'x$ be written as correlation matrix?

6 votes

If $X_1,X_2$ are independent beta then show $\sqrt{X_1X_2}$ is also beta

6 votes
Accepted

Min and max range from standard deviation

6 votes
Accepted

Moment generating function of a conditional distribution

5 votes

The expectation of the inverse of a negative binomial random variable?

4 votes

Is a random variable Bernoulli? Is a proof available?

4 votes

Expectation Maximisation Algorithm: E Step

3 votes

Variance of set of subsets

3 votes

$X,Y$ i.i.d. $N(0,\sigma^2)$. What's the probability of $P(X>|2Y|)$?

3 votes
Accepted

Proof: Pivotal Quantity

3 votes

How Variance becomes infinite

3 votes
Accepted

Joint distribution of random vector and a linear combination of it

2 votes
Accepted

The minimizer of $E\left[\left|I\left(V \leq v\right)-a\right|^{\alpha}\right]$

2 votes

Bit confused on the concept of Deviance

2 votes

Is there a phrase for to describe $xf(x)$ where $f(\cdot)$ is the probability mass function?

2 votes
Accepted

Distribution of $e$ if $g=\tilde{g}+e$, $g=|f|$, $f \sim \mathcal{N}(0,1)$ and $\tilde{g}$ is the quantization of $g$

2 votes

constant $\times$ distribution

2 votes

Expected value, correlation, and independence

2 votes

Nonhomogeneous Poisson Process Derivation of Survival Function

2 votes
Accepted

A random variable $X$ on $(0,\infty)$ which behaves like Exp for small $x$ and Pareto for large $x$

1 vote

Limiting distribution of scaled sum of squared Poisson RVs

1 vote

Distribution of sum of cubes

1 vote

How can I show that $X_n=e^n I_{\{Y>n\}} \to 0$ in probability?