# Tagged Questions

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### Total boundness of Lipschitz densities

In the article Almost Sure Testability of Classes of Densities by Devroye and Lugosi in 1999. They claim in Example 10 (page 9) that Lipschitz densities on [0,1] with Lipschitz constant bounded by ...
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### How to solve disjoint probability problem?

Suppose the two events “high” and “low” make a disjoint partition of a sample space and “favourable” is any event. If P(high) = 0.3, P(low) = 0.7, P(favourable| high) = 0.9 and P(unfavorable| low) = ...
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### (What is the formula to find) What is the probability that the sum of the numbers on the tickets chosen is at least 7?

Senario: Box A contains four equal-sized tickets, numbered 1, 2, 3 ,4 Box B contains three tickets of the same size, numbered 4, 5, 6 An experiment consists of selecting one ticket from the box A ...
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### L1 error for scale/translation classes

This is an example given in the article about testability (Devroye and Lugosi 1990). First will introduce my problem, given that we have a density class $\mathcal{F}$ that consists of density ...
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### Properties of the essential supremum

In the article about testability of densities (Devroye and Lugosi 1999). They use some properties of the essential supremum I cannot find. First we have to assume that we have a class of density ...
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### Example of non continuous random variable with continuous CDF

Can someone provide an example of $X$ being a non-continuous random variable with continuous cumulative distribution function? For instance: $X$ is discrete if it takes (at most) a countable number ...
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### Easy way to compute $Pr[\sum_{i=1}^t X_i \geq z]$

We have a set of $t$ independent random variables $X_i \sim \mathrm{Bin}(n_i, p_i)$. We know that $$\mathrm{Pr}[X_i \geq z] = \sum_{j=z}^{\infty} { n_i \choose j } p_i^j (1-p_i)^{n_i -j}.$$ But is ...
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### When do almost all random variables attain the expectation?

Given some sample space $\Omega$ I choose uniformly at random some $X \in \Omega$. Assume that I know the expected value $\mathbb{E}(X)$. What are the further conditions I need if I want to talk ...
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### measure of dependence for copula

I have some question about the paper of Schweizer and Wolff (1981). The question concerns about the following bound $$\int_0^1\int_0^1|C(u,v)-uv|\,du\,dv\leq\frac{1}{12}$$ where $C$ is any copula. ...
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### Intuition in probability theory

Good afternoon. Could you please suggest me some books or may be articles where I can read about the intuition of Kolmogorov's axiomatics. I know it, I can solve university problems but I can't feel ...
i am reading a article about the option pricing. and i got stuck with some typical statement. $C(K)=\int (x-K)^+\mu(dx)$ is given. here, $\mu$ is implied law of asset price and C(K) is the price ...