User texmex

10 votes

1 answer

4k views

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

asked Jun 22, 2015 at 1:18

7 votes

3 answers

4k views

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

asked Jun 21, 2015 at 4:31

4 votes

1 answer

790 views

Proof of Simplification of Conditional Expectation of Product of Random Variables

asked Jul 22, 2015 at 14:37

3 votes

1 answer

415 views

Solving equations with Standard Normal CDF and PDF (Optimization)

asked Oct 16, 2015 at 11:04

2 votes

0 answers

394 views

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

asked Dec 29, 2015 at 3:39

2 votes

0 answers

445 views

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

asked Jan 17, 2016 at 3:27

2 votes

1 answer

551 views

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

asked Jan 23, 2016 at 12:52

1 vote

0 answers

379 views

Compound Distribution --- Uniform Distribution with Normally Distributed Parameters

asked Jan 16, 2016 at 8:35

1 vote

2 answers

4k views

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

asked Feb 27, 2016 at 5:09

1 vote

1 answer

431 views

Proof for Simplifying Integral involving Gaussian and Error Function

asked Jul 17, 2015 at 1:28

1 vote

1 answer

521 views

Optimization of a Convex Function involving Standard Normal CDF and PDF

asked Jun 24, 2015 at 3:29

0 votes

1 answer

102 views

Order Statistics Conditional Distribution of Affiliated System

asked Jun 27, 2015 at 2:19

0 votes

2 answers

732 views

Optimization of Complicated Function with Two Random Variables

asked Jun 30, 2015 at 8:47

0 votes

1 answer

3k views

Proof that Conditional Expectation of Sum is Sum of Conditional Expectations

asked Jul 21, 2015 at 15:01

0 votes

0 answers

623 views

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

asked Nov 14, 2015 at 3:15

0 votes

1 answer

25 views

Binary Stochastic Programming with Independent or Positively Correlated Co-efficients

asked Jul 12, 2016 at 9:25

0 votes

0 answers

99 views

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

asked Aug 13, 2016 at 1:59

0 votes

0 answers

69 views

Constrained Minimization Closed Form if available or R suggestions

asked Jul 9, 2018 at 9:37

0 votes

0 answers

813 views

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

asked Feb 26, 2016 at 11:08

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19 Questions

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

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

Proof of Simplification of Conditional Expectation of Product of Random Variables

Solving equations with Standard Normal CDF and PDF (Optimization)

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

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

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

Compound Distribution --- Uniform Distribution with Normally Distributed Parameters

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

Proof for Simplifying Integral involving Gaussian and Error Function

Optimization of a Convex Function involving Standard Normal CDF and PDF

Order Statistics Conditional Distribution of Affiliated System

Optimization of Complicated Function with Two Random Variables

Proof that Conditional Expectation of Sum is Sum of Conditional Expectations

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

Binary Stochastic Programming with Independent or Positively Correlated Co-efficients

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

Constrained Minimization Closed Form if available or R suggestions

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