Tagged Questions
0
votes
1answer
56 views
expectation of a function of two dependent random variables
I have a formula that I believe it's right but I do not know how to prove it. Could you please give me some arguments or references to show that.
Let $\{X_t,t\geq0\}$ be a gamma process. Let $\tau_M$ ...
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1answer
63 views
Tail bound for hypergeometric distribution
I am looking for a reference (book) for the tail bound for the Hypergeometric distribution.
I know there is a nice paper by Skala (2009) but its unpublished. I am looking for a book which would be a ...
0
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2answers
164 views
How can I calculate the CDF of this random variable?
$X_1$, $X_2$, $X_3$ are random variables distributed following non-identically independent exponential distribution.
The PDF $X_i$, $f_{X_i}(x)$=$\frac{1}{\Omega_i}\exp(\frac{x}{\Omega_i}), ...
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2answers
92 views
How can I prove this inequation $\Pr\{X+Y<t\} \le \Pr\{X<t\} \Pr\{Y<t\}$
Could you please help me to prove the inequality probability as follows:
$\Pr\{X+Y<t\} \le \Pr\{X<t\} \Pr\{Y<t\}$
where $X$ and $Y$ are non-negative independent random variables with common ...
