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user862
  • Member for 13 years, 8 months
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111 votes
4 answers
269k views

Relationship between poisson and exponential distribution

37 votes
2 answers
89k views

Interpretation of biplots in principal components analysis

18 votes
1 answer
21k views

Correlation of log-normal random variables

9 votes
3 answers
5k views

The expected value of random variable on tosses of a coin

9 votes
1 answer
4k views

How to derive Poisson distribution from gamma distribution?

9 votes
3 answers
48k views

Why does t statistic increase with the sample size?

8 votes
1 answer
851 views

Origin of strange formula for equilibrium standard deviation

7 votes
1 answer
3k views

Why are cumulative residuals from regression on stock and index returns mean reverting

7 votes
1 answer
11k views

What does $\beta$ tell us in linear regression analysis?

7 votes
1 answer
2k views

Tangency portfolio in R

6 votes
2 answers
4k views

Expected value of certain exponential transformation of standard normal variable

5 votes
1 answer
656 views

Why local martingale property is important in Girsanov theorem?

5 votes
3 answers
9k views

Why is a deterministic trend process not stationary?

5 votes
2 answers
2k views

Computing probability distribution function for uniform random variables and Y=1-X

5 votes
2 answers
8k views

Find range of possible values for probability of intersection given individual probabilities

4 votes
2 answers
11k views

Standardized Student's-t distribution

3 votes
1 answer
160 views

Interpretation of an integrable time series of an order zero

2 votes
1 answer
853 views

Expression for conditional density for ARCH processes

2 votes
1 answer
463 views

How to prove that preimage of measurable space is measurable?

1 vote
2 answers
287 views

Conditional expectation given number of outcomes