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Expectation of log-density with respect to a different random variable

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#probability-theory #inequality #expectation
163
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Random Walk: Quantiles, average and maximal walk

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#normal-distribution #expectation #random-walk
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Mean squared error of a sample covariance matrix

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#linear-algebra #statistics #expectation
141
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Expectation, supremum and convergence.

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#probability-theory #stochastic-processes #expectation #stochastic-calculus #stochastic-differential-equations
78
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What is the simplified form for $Pr [ min (a,b) > Th]$?

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#probability #expectation
278
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Probability problem involving geometric distribution and expected value

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#probability #discrete-mathematics #probability-distributions #expectation
102
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Elementary sequence with the same density as primes

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#probability #sequences-and-series #number-theory #expectation
165
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Average distance from a line to a point

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#probability #expectation #random #hyperbolic-geometry
569
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Symmetrization argument for dependent variables

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#probability #inequality #reference-request #expectation #empirical-processes
183
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Method of moments $f(x;\lambda) = \lambda e^{(-\lambda x)}$ for $x > 0$

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#calculus #expectation #statistical-inference
159
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An Isserlis theorem for Elliptical Distributions?

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#probability #expectation
87
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Proof (at least name or source) of this probability inequality?

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#probability-theory #inequality #expectation
1.6k
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What is expected value of a sample mean?

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#probability #expectation #statistical-inference #sampling
32.7k
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What is the expected value of a probability density function (PDF) itself?

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#probability-distributions #expectation
128
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$\frac1n \sum_{i=1}^n W_i(T_i)\to 0$ a.s. for $n\to\infty$

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#probability-theory #convergence-divergence #expectation #brownian-motion #stopping-times

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