# Tagged Questions

37 views

### Closed-form term for this expression

I have a normal Distribution $X \sim N(\mu, \sigma)$. Is there an easy way to give an asymptotic estimate with small error (I would prefer with relative error $\rightarrow 0$) for $P[X \geq k]$? We ...
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### Multidimentional Scaling with Pairwise distance “vectors”

Consider a random variable $z$ with a Gaussian distribution : $$\mathbf{z} \sim \mathcal{N} ( \mathbf{m}, \mathbf{V} )$$ Where $\mathbf{m}$ and $\mathbf{V}$ are mean and variance parameters. ...
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### Efficient approximation of derivatives of an integral

Suppose $\phi(z)$ is the probit function (http://en.wikipedia.org/wiki/Probit). And  Z = \int \phi(\mathbf{w}^\top \mathbf{x}) \mathcal{N}(\mathbf{w}; \mathbf{\mu}, \mathbf{\Sigma}) d\mathbf{w} ...
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### normal as approximation to binomial

Among 784 checks, 479 had amounts with leading digits of 5, but checks issued in the normal course of honest transactions were expected to have 7.9% of the checks with amounts having leading digits of ...
403 views

### Normal approximation to the log-normal distribution

Intuitively, it seems that a lognormal distribution with a tiny $\sigma/\mu$ ratio might look quite a bit like a normal distribution. Can this be formalized in any way (e.g., by stating upper bounds ...
100 views

### Efficient method of approximating a distribution with Gaussian

Given a univariate uni-modal density function $f(x)$ (very hard to compute its cumulative distribution function (CDF) $F(x)$, not to mention its inverse CDF $F^{-1}(x)$), how to find the best ...
212 views

### Polynomial approx to the Normal density

I have found several polynomial some approximations to the Normal CDF$^{(1)}$, but my question is: are there good polynomial approximations to the Normal PDF? Thanks $^{(1)}$ For example, some are ...
Here is the actual question: $A$ is random variable representing the lifespan of a component. It is an exponential law with an average of 10. Considering a system with $n$ components $A$, what is the ...
I'm working on implementing Order Preserving Encryption for Numeric Data, and part of the algorithm includes approximating density of the distribution as a linear density function $f(p) = qp+r$ where ...