New posts in probability-theory

Proof of a change-of-measure formula

Krylov-Bogoliubov for measurable transformations

Definition of the Brownian motion

Intuition for $N(\mu, \sigma^2)$ in terms of its infinite expansion

Proof of Pearson's chi squared test

Prove that $EX=E(E(X|Y))$

Limit value of the product martingale $\exp(uX_n - nu^2 \sigma^2 / 2)$

What is the intuition behind the Borel Cantelli Lemma? [duplicate]

Monte-Carlo for the Wasserstein metric

A good book for Probability?

For a non-negative absolutely continuous random variable $X$, with distribution $F$. Why is $\lim_{t\rightarrow \infty}t(1-F(t))=0$?

Product measure with a Dirac delta marginal

Is the set of probability measures on a compact metric space (weak*-)closed?

Suggest some "unconventional" books on probability & statistics

The "true" domain of random variables

Is every probability measure in the line induced by a random variable?

How can one find $\mu$?

Showing a result for simple functions

Removing absolute value

$E|X-m|$ is minimised at $m$=median