List questions from normal-distribution

Published on 26 Mar 2026 - 12:35

189

Views

Distribution of the sample variance of values from a multivariate normal

Published on 25 Mar 2026 - 17:24

67

Views

Show that $\Bbb{E}(e^{sX-s^2/2+tY-t^2/2})=e^{st\Bbb{E}(XY)}$ for standard jointly normal random variables $(X,Y)$

Published on 29 Aug 2018 - 7:43

1.1k

Views

Bounding second moment of product of random variables

Published on 29 Aug 2018 - 20:45

237

Views

Proof of a theorem in distribution theory (probably Cochran's Theorem)

Published on 25 Mar 2026 - 20:42

31

Views

Why is $\left.\frac{\mathrm{d}}{\mathrm{d}t}\mathbb{E}[|X+t|^p]\right|_{t=0}=0$, where $X$ is standard Gaussian?

Published on 30 Aug 2018 - 8:14

409

Views

Finding the probability that $P \{W(2)> |W(1)|\}$, where $W(t)$ is the standard Wiener process. Brownian motion.

Published on 26 Mar 2026 - 4:38

44

Views

Estimation in multivariate normal

Published on 03 Sep 2018 - 10:45

509

Views

Zero Eigenvalue in covariance matrix

Published on 03 Sep 2018 - 23:19

452

Views

Isonormal Gaussian process

Published on 26 Mar 2026 - 6:26

1.1k

Views

Find the distribution of $Y-X$.

Published on 25 Mar 2026 - 3:02

199

Views

approximation to standard normal distribution

Published on 25 Mar 2026 - 17:17

446

Views

Is product of Gaussian random variables sub-Gaussian?

Published on 25 Mar 2026 - 5:06

280

Views

How would I integrate a normal distribution to find the values of k?

Published on 06 Sep 2018 - 3:04

103

Views

Show that $\mathbb{E}_\xi \left[(\pi-\theta_\xi)\cos\theta_\xi+\sin\theta_\xi\right] > 1$ when $\xi$ has sufficiently large variance

Published on 25 Mar 2026 - 6:06

List Question

Kurtosis of Normal Distribution

Distribution of the sample variance of values from a multivariate normal

Show that $\Bbb{E}(e^{sX-s^2/2+tY-t^2/2})=e^{st\Bbb{E}(XY)}$ for standard jointly normal random variables $(X,Y)$

Bounding second moment of product of random variables

Proof of a theorem in distribution theory (probably Cochran's Theorem)

Why is $\left.\frac{\mathrm{d}}{\mathrm{d}t}\mathbb{E}[|X+t|^p]\right|_{t=0}=0$, where $X$ is standard Gaussian?

Finding the probability that $P \{W(2)> |W(1)|\}$, where $W(t)$ is the standard Wiener process. Brownian motion.

Estimation in multivariate normal

Zero Eigenvalue in covariance matrix

Isonormal Gaussian process

Find the distribution of $Y-X$.

approximation to standard normal distribution

Is product of Gaussian random variables sub-Gaussian?

How would I integrate a normal distribution to find the values of k?

Show that $\mathbb{E}_\xi \left[(\pi-\theta_\xi)\cos\theta_\xi+\sin\theta_\xi\right] > 1$ when $\xi$ has sufficiently large variance

Trending Questions

Popular # Hahtags

Popular Questions