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texmex
  • Member for 8 years, 10 months
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10 votes
1 answer
4k views

Convexity of Function of PDF and CDF of Standard Normal Random Variable

7 votes
3 answers
4k views

Conditional Expected Value of Product of Normal and Log-Normal Distribution

4 votes
1 answer
799 views

Proof of Simplification of Conditional Expectation of Product of Random Variables

3 votes
1 answer
423 views

Solving equations with Standard Normal CDF and PDF (Optimization)

2 votes
0 answers
396 views

Combining Bhattacharya Distance (or A Measure of Similarity) --- across Different Variables (Properties)

2 votes
0 answers
452 views

Compound Distributions --- Basic Techniques and Key General Results from First Principles

2 votes
1 answer
562 views

Bhattacharya Distance on Distributions (Matrices) with Different Number of Variables (Dimensions) [duplicate]

1 vote
0 answers
380 views

Compound Distribution --- Uniform Distribution with Normally Distributed Parameters

1 vote
2 answers
4k views

Minimum / Maximum and other Advanced Properties of the Covariance of Two Random Variables

1 vote
1 answer
445 views

Proof for Simplifying Integral involving Gaussian and Error Function

1 vote
1 answer
559 views

Optimization of a Convex Function involving Standard Normal CDF and PDF

0 votes
1 answer
103 views

Order Statistics Conditional Distribution of Affiliated System

0 votes
2 answers
764 views

Optimization of Complicated Function with Two Random Variables

0 votes
1 answer
4k views

Proof that Conditional Expectation of Sum is Sum of Conditional Expectations

0 votes
0 answers
629 views

Taylor Expansion of Power of Cumulative Log Normal Distribution Function - Show Lagrange Remainder tends to Zero

0 votes
1 answer
26 views

Binary Stochastic Programming with Independent or Positively Correlated Co-efficients

0 votes
0 answers
99 views

Option Pricing Macro/Addin in Excel or R Function to Capture Arbitrary Payoff Formula on Underlying Prices

0 votes
0 answers
69 views

Constrained Minimization Closed Form if available or R suggestions

0 votes
0 answers
825 views

Joint Density and Covariance between Two Random Variables with the same Mean and Variance