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Variance of $X$ vs. $X^2$

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#random-variables #variance
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What is the expectation of the average magnitude of correlation in a uniform multidimensional random set?

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#random-variables #correlation
63
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Show that for $i=1,..,n, \ X^2_i\sim \text{Gamma}(1,\frac{1}{\pi\lambda})$

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#probability #statistics #random-variables #gamma-distribution
85
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How to efficiently sample data from a known cumulative distribution of a *function* of a variable?

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#random-variables #random-functions
612
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Is there r.v. that are neither continuous nor discrete?

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#probability #random-variables
51
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Prove limit of sequence of random variables is 0

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#probability #random-variables
68
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Find $P(Y>13)$ if $Y = X^2$

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#probability #proof-verification #probability-distributions #random-variables
119
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Can random variables be conditioned in a cycle?

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#probability #statistics #random-variables
49
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Proving limit involving random variables

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#probability #limits #random-variables
277
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Markov's Inequality with 2 Variables

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#random-variables
33
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Probability that a point escapes some region due to Gaussian noise

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#probability #random-variables
59
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Proving $X1,X2$ follows $N(0,1)$ with $x_1,x_2$ functions of random variables

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#random-variables #density-function
483
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Marginal distribution of the unit disk

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#random-variables #independence #uniform-distribution #marginal-distribution
30
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Integration of $e^{|x|} $ in computation of expectation

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#probability #integration #random-variables #expectation #riemann-integration
36
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How can we transform the objective function of LQG problem as function of the estimation error?

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#optimization #stochastic-processes #random-variables #convex-optimization #quadratic-programming

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