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Derivation of first passage time density for Ornstein-Uhlenbeck Process

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#stochastic-processes #density-function
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Transformation of random variables on a line segment.

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#probability #transformation #density-function
3.2k
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Calculate probabilities based on given uniform distribution and PDF

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#probability #probability-distributions #uniform-distribution #density-function
45
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Finding cumulative distribution function for $\frac19(3-|x|)$

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#probability #density-function
153
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A square has sides $ l=\frac14$. The probability to pick a point at random on perimeter is equal to the length of the side. Find the CDF.

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#probability #density-function
1.4k
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Characteristic Function and Inverse Fourier Transform

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#fourier-analysis #random-variables #density-function
1.9k
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If $U$ has uniform distribution over the interval $(0, 1)$ what is the density function of $X = -Kln(U)$ for some constant $K > 0$?

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#probability #probability-distributions #random-variables #density-function #random-functions
196
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density function and expected value of binomial-like distribution

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#probability #probability-distributions #binomial-distribution #density-function
4.9k
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find density function from distribution function

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#integration #density-function
85
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Finding PDFs of Stable Symnetric Distributions

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#ordinary-differential-equations #probability-theory #probability-distributions #analyticity #density-function
4.2k
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Show that Cov(X,Y)=0 while X and Y are dependent

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#probability #covariance #independence #density-function
410
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Marginal density function based on conditional density example

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#probability #statistics #density-function
2k
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Integration by Parts with Probability Density Functions

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#probability #integration #expectation #density-function #integration-by-parts
572
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Probability that sum of discrete random variables is smaller than other sum

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#probability #discrete-mathematics #summation #random-variables #density-function
35
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Understanding and Using $P(X\in dx)$

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#probability #notation #random-variables #density-function

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