New posts in probability-theory

Bounds on difference of expectations vs expectation of difference

Expectation of Stopping Time w.r.t a Brownian Motion

probability density of the maximum of samples from a uniform distribution

Card doubling paradox

Constructing a subset not in $\mathcal{B}(\mathbb{R})$ explicitly

Generalized Second Borel-Cantelli lemma

Where's my mistake in my attempt at showing that the squared sum of normally distributed variables is a $\chi^2$ distribution?

Probability that sum of independent uniform variables is less than 1

What is the name of this theorem, and are there any caveats?

Show that : $1 - |\phi(t)| \ge \frac{1-|\phi(2t)|}{4}$ [closed]

Exercise 1.6.3 from Alon & Spencer's *The Probabilistic Method*: prove that $Pr[|X-Y| \leq 2] \leq 3 Pr[|X-Y| \leq 1]$ for i.i.d. real RVs $X$ and $Y$

$V[\sqrt{X}]\le\frac{V[X]}{E[X]}$ for non-negative $X$

Intuitive explanation of the tower property of conditional expectation

Rain droplets falling on a table

Intuition for probability density function as a Radon-Nikodym derivative

Density of first hitting time of Brownian motion with drift

What is the optimal number of dice to roll a Yahtzee in one roll?

Determining variance from sum of two random correlated variables

What is meant by a continuous-time white noise process?

Are vague convergence and weak convergence of measures both weak* convergence?