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Expectation of $Y=X^{6}$ : $X \sim \mathcal{N}(0,1)$?

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#calculus #probability #integration #expected-value #random-functions
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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
52
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How to calculate the covariance due to the following transformation of variable

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#probability #probability-theory #random-variables #random-functions
47
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Generating a unique random number on the paper without involving time or other sensory information

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#random #random-functions
303
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Definition of Strict Sense Stationary Random Process

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#stochastic-processes #random-functions
34
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Zeroes of a not quite holomorphic function

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#complex-analysis #polynomials #roots #holomorphic-functions #random-functions
45
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Sufficient condition for the existence of a random variable $X$ following a law $m$ for a given probability measure $m$

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#probability #measure-theory #random-variables #random-functions
48
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clarification of math notation

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#functions #notation #special-functions #random-functions
309
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Are Random Step Functions random elements of $L_2([0,1])$?

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#probability-theory #measure-theory #random-variables #random-functions
59
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Autocorrelation of AR model

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#probability #probability-theory #random-variables #random-functions
550
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Conditional expectation of random function

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#probability #measure-theory #random-variables #random-functions
32
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What does mean of a mean of a function represent?

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#stochastic-processes #random-variables #means #random-functions
146
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Application of Karhunen–Loève theorem to Wiener process

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#functional-analysis #measure-theory #stochastic-processes #random-functions
95
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Variance of min of r.v. and constant

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#statistics #random-variables #variance #random-functions
59
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Union bound for sum

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#probability #random-variables #concentration-of-measure #random-functions

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