Newbetuts

What is a mathematically rigorous justification for multiplying edge probabilities of a tree diagram

Can you use a random variable as intput to the Dirac delta, i.e. $\delta(X)$?

$P(A \mid B) + P(A \mid \bar{B}) = P(A)$

central limit theorem for a product

Prove that $f(X)$ and $g(Y)$ are independent if $X$ and $Y$ are independent [duplicate]

Limit of expectations on increasing sigma algebra converge to expectation on limit sigma algebra

¿$Cov(X,Y) = 1$ and $Cov(Y,Z) = 1$ implies $Cov(X,Z) = 1$?

In what sense is the Jeffreys prior invariant?

Finding a random vector with a pre-specified distribution

Conditional expectation equals random variable almost sure

Asymptotics of $\max\limits_{1\leqslant k\leqslant n}X_k/n$

How can I show that this stochastic process satisfies the heat equation?

Is $(\mathbb{E}[[X-\mathbb{E}[X]]_+^p])^{1/p}$ convex?

Formula similar to $EX=\sum\limits_{i=1}^{\infty}P\left(X\geq i\right)$ to compute $E(X^n)$?

New posts in probability-theory

Probability of $ \sum_{n=1}^\infty \frac{x_n}{2^n} \leq p$ for Bernoulli sequence

Prove that $E\left(\frac{XY}{X^2+Y^2}\right) \geqslant 0$ for i.i.d. $X$ and $Y$

Joint distribution of a random variable with its maximum

"Continuity" of stochastic integral wrt Brownian motion

Uniform distribution on a simplex via i.i.d. random variables

Berry-Esseen bound for binomial distribution

What is a mathematically rigorous justification for multiplying edge probabilities of a tree diagram

Can you use a random variable as intput to the Dirac delta, i.e. $\delta(X)$?

$P(A \mid B) + P(A \mid \bar{B}) = P(A)$

central limit theorem for a product

Prove that $f(X)$ and $g(Y)$ are independent if $X$ and $Y$ are independent [duplicate]

Limit of expectations on increasing sigma algebra converge to expectation on limit sigma algebra

¿$Cov(X,Y) = 1$ and $Cov(Y,Z) = 1$ implies $Cov(X,Z) = 1$?

In what sense is the Jeffreys prior invariant?

Finding a random vector with a pre-specified distribution

Conditional expectation equals random variable almost sure

Asymptotics of $\max\limits_{1\leqslant k\leqslant n}X_k/n$

How can I show that this stochastic process satisfies the heat equation?

Is $(\mathbb{E}[[X-\mathbb{E}[X]]_+^p])^{1/p}$ convex?

Formula similar to $EX=\sum\limits_{i=1}^{\infty}P\left(X\geq i\right)$ to compute $E(X^n)$?