4
votes
1answer
88 views

Tricky probability problem

I am having trouble with proving the following assertion: $X,Y$ are i.i.d. with mean $0$ and variance $1$. If $X+Y$ and $X-Y$ are independent then $X,Y$ are normally distributed. Should I be ...
0
votes
0answers
51 views

Probability distribution satisfying constraints?

Continuing from this question. Given two random variables $X$ and $Y$ where $X \sim \operatorname{Beta}(a, b)$ and $Y \sim \operatorname{Beta}(c, d)$, I'm looking for a random variable $Z$ with a ...
1
vote
0answers
45 views

Differential Equation for CDF

Consider the following differential equation $$F(cx) = F(x) + x F'(x)$$ for $c>1$. Does this differential equation belong to a some well known class? Is there a way to find all the solutions ...
3
votes
1answer
73 views

How to solve a functional equation of the form $1-g(f(s))=m(1-g(s))$?

I have arrived to this equation in several contexts within branching processes. It arises from textbook exercises, so it must be solvable somehow. Here $f$ is a probability generating function which ...
13
votes
3answers
599 views

very elementary proof of Maxwell's theorem

Maxwell's theorem (after James Clerk Maxwell) says that if a function $f(x_1,\ldots,x_n)$ of $n$ real variables is a product $f_1(x_1)\cdots f_n(x_n)$ and is rotation-invariant in the sense that the ...
0
votes
0answers
119 views

Could anyone derive a formula for this?

Edited: I want to get a sentiment score of various sentences and I've tried coming up with an equation that could satisfy the conditions that are inherent to each sentence (It's estimated mood as ...