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New posts in probability-theory
Facebook Question (Data Science)
probability-theory
bayesian
Question on the 'Hat check' problem
probability
probability-theory
random-variables
expectation
How to prove that geometric distributions converge to an exponential distribution?
probability-theory
probability-distributions
exponential-distribution
Finding probability $P(X<Y)$
probability
statistics
probability-theory
random-variables
Proving $\sup_n\mathbb{E} {[|X_n|^2]}\le \left( \sup_n\mathbb{E} {[|X_n|^p]}\right)^{2/p}$
probability-theory
inequality
expected-value
supremum-and-infimum
What is an example of a lambda-system that is not a sigma algebra?
probability-theory
measure-theory
Example of a general random variable with finite mean but infinite variance
probability-theory
measure-theory
examples-counterexamples
lebesgue-measure
expectation
What is a Markov Chain?
terminology
probability-theory
intuition
stochastic-processes
Why are continuous functions not dense in $L^\infty$?
real-analysis
measure-theory
probability-theory
Borel-Cantelli-related exercise: Show that $\sum_{n=1}^{\infty} p_n < 1 \implies \prod_{n=1}^{\infty} (1-p_n) \geq 1- S$.
sequences-and-series
probability-theory
infinite-product
independence
borel-cantelli-lemmas
Find $E(\max(X,Y))$ for $X$, $Y$ independent standard normal
probability-theory
normal-distribution
expectation
Does $Y$ $\mathcal{F_t}$-adapted and $X$ adapted to $Y$ imply that $X$ is $\mathcal{F_t}$-adapted?
probability-theory
stochastic-processes
measurable-functions
filtrations
What is "white noise" and how is it related to the Brownian motion?
functional-analysis
probability-theory
stochastic-processes
brownian-motion
stochastic-analysis
Prove that if $X$ and $Y$ are Normal and independent random variables, $X+Y$ and $X-Y$ are independent
probability
probability-theory
probability-distributions
normal-distribution
When Superposition of Two Renewal Processes is another Renewal Process?
probability
probability-theory
stochastic-processes
renewal-processes
Conditional expectation of independent variables
probability-theory
probability-distributions
conditional-expectation
Find expectation of $\frac{X_1 + \cdots + X_m}{X_1 + \cdots + X_n}$ when $X_1,\ldots,X_n$ are i.i.d
probability-theory
statistics
expected-value
When does the inverse of a covariance matrix exist?
linear-algebra
matrices
probability-theory
covariance
positive-definite
A probability theory question about independent coin tosses by two players
probability
probability-theory
If $Var(X)=0$ then is $X$ a constant?
probability-theory
random-variables
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