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Questions related to Probability Theory
How should one treat an infinite Levy measure?
10 October 2014 939 1 View
In random matrix theory, Let $A$ be a random $n \times n$ matrix whose entries i.i.d with expectation 0 and variance 1, let F be the LSD of $A$ , $F$ will be uniform distribution over the unit...
10 October 2014 236 3 View
For instance: - datasets for supervised classification, with a lot instances to simulate a data stream and many classes to simulate the playable actions, - or datasets with contexts, actions and...
30 September 2014 5,976 1 View
Part of my problem need to solve an finite-horizon, discrete-time MDP where the distribution of the state in each slot is i.i.d. and do not depends on the action. Are there any simple policies...
26 September 2014 6,154 5 View
09 September 2014 9,182 1 View
09 September 2014 7,947 6 View
Let f be bounded function, and Fn is decreasing sequence of sigma-fields. Denote Enf=E(f|Fn). I need inequality of the form P{|En-Einfinity|>a}
09 September 2014 9,354 3 View
Everyone, who is interested in Probability Theory and its Applications, is invited to discuss the second part of the article "The Role of Mathematical Modeling in Future Evolution of Modern...
09 September 2014 7,163 0 View
I actually had a specific problem. The problem is SNP (Serial Numbered Population) Problem, where we only have exactly 1 sample to be used in Bayesian method. The truth is I'm not sure why do we...
09 September 2014 9,916 1 View
n(t) is white Gaussian process. T1 and T2 are the periods at which n(t) is sampled, N1=n(m \cdot T1), N2=n(m \cdot T2). S1(f) and S2(f) are the spectrum of N1 and N2 respectively. What is the...
29 August 2014 7,042 1 View
I need a good reason why improper uniform prior could be use as a prior in Serial Numbered Population (SNP) problem. Or maybe someone can tell me about improper uniform prior itself. An pdf link...
08 August 2014 9,311 5 View
08 August 2014 8,841 1 View
As most of the probability theory results are extracted from measure theory which itself a pure Mathematics originated from Real Analysis.
08 August 2014 4,280 4 View
I am looking for the resulting distribution of a mixed or compound Maxwellian distribution, that is a special case of chi-distribution. Does anyone know any papers or maybe can guide me to a...
08 August 2014 5,145 2 View
Consider a slight alteration in the parameters of the Monty Hall problem. In this variation after revealing to the subject the empty container he was not pointing to, we once again ask whther his...
12 July 2014 6,137 1 View
07 July 2014 2,724 1 View
See above
07 July 2014 9,490 0 View
Hello, Maybe this is a very easy question, maybe not. I have a time-descrete stochastic process X = (Xt). Each Xt has a different pdf, so it is not i.i.d. All Xt have the same sample space and the...
07 July 2014 7,251 11 View
Suppose we have a metric space (X,d) such that the points in this space are distributed by a probability distribution function (for example Poisson d.f). How we can calculate the probability of d(p,q)
05 May 2014 7,396 27 View
What is the difference in response of the oddball paradigm (80% non target and 20% target) with stimulation of 50% target probability in literature? Any reference paper would be a great help.
05 May 2014 716 5 View
How can I find these probabilities in profile hmm in genome (in ATGC)? This paper will help you.
05 May 2014 8,731 1 View
I want to use inverse normal distribution. In GAMS solver manual, it is mentioned that icdfNormal(x,mean,std) can be used. I added it in the code but it doesn't work. Anybody know what should I...
12 April 2014 2,362 3 View
If there is only one significant factor and the rest are insignificant, what do I do with them? Do I take them out of my model or what?
04 April 2014 3,196 5 View
As we know that sum of independent and identical bernoulli random variable is Binomial. Similarly, the sum of independent, but non identical bernoulli random variable is poission-binomial. What...
15 March 2014 5,192 2 View