Tagged Questions

1
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0answers
66 views

How to calculate probability with sigmoid output in feedforward neural network?

first of all I'm sorry for my not very skilled English, but I will do my best to explain my problem. I'm trying to create a feedforward neural network with one hidden layer (with probably arctan ...
2
votes
0answers
37 views

Useful approximation of the pdf

Good day to everyone. In my research work I came out with a function, which looks like this (it is the pdf of some random variable): $$f(x,\rho,\psi)=\frac{2}{\pi }+\sqrt{\frac{2}{\pi }} ...
1
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0answers
64 views

Approximate CDF of the sum of a gaussian and a truncated gaussian

I am looking for a quick-to-compute approximation of the CDF of $X+Y$, where $X \sim N(0,\sigma_1^2)$ and $Y$ is a truncated gaussian, more specifically, a gaussian with mean $0$, standard deviation ...
0
votes
0answers
27 views

Distribution function approximation: Poisson exponentiation

I want to find normal approximation of Poisson exponentiation distribution. Okay, some introduction to problem: Assume that $\xi_i \sim F_{\lambda_i}(x)$ - Poisson distribution' random variables ...
1
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0answers
125 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 ...
1
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1answer
445 views

approximation hypergeometric distribution with binomial

Let $X$ be $\rm{Hypergeometric}(2n,\ell,n)$ and $E(X)=\frac{1}{2} \ell=:\mu$. Is it possible and how to approximate the $q$-th central moment $E(X-\mu)^q$ of the hypergeometric distribution by the ...
1
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0answers
52 views

Combining multiple posterior distributions

I am new to Bayesian statistics, and thus have problems to come up with a solution for the following problem: Using Approximate Bayesian Computation (ABC), I generate a posterior distribution from ...
2
votes
1answer
155 views

Polynomial approximation of $\chi^2$ distribution pdf

The $\chi^2$ distribution PDF is $$f_{\chi^2}(x;k) = \frac{1}{2^{k/2}\Gamma(k/2)} x^{k/2 - 1} \mathrm{e}^{-x/2} \mathbf{1}_{x \geq 0}$$ I am trying to find a polynomial approximation to this density ...
1
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1answer
130 views

bound of Erlang distribution

Is there any known polynomial bound of the Erlang distribution? I'd like to say that, given $k$ and $\lambda$ with probability p the r.v. is going to be less than some value x.
1
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0answers
294 views

Approximate linear density function for a normal distribution

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 ...