Tagged Questions
1
vote
1answer
228 views
How to transform normally distributed random sequence N(0,1) to uniformly distributed U(0,1)?
Everybody knows how to convert U(0,1) to N(0,1). However does anybody know an efficient algorithm solving the opposite task? I mean how to generate U(0,1) sequence from N(0,1) one?
Asking because a ...
1
vote
0answers
102 views
Panjer Recursion and Expectation
Given a Panjer Recursion set up, with the usual properties, and supposing now that $N$ has a Poisson distribution with mean $\lambda$.
How can we derive a recursion for $E(S^k)$ where $S$ be the ...
2
votes
1answer
65 views
Incomplete “round trip” of taking a minimum, then a maximum, from a positively skewed distribution
Let's say you have a distribution that is either symmetric or positively skewed (and defined over 0-1). Call it F.
Then, you find the distribution of the minimum of n>1 draws from F. Call it Fmin.
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1
vote
1answer
257 views
Recursive coefficient of determination (R2)
Is there a way to compute the coefficient of determination $R^2$ in a recursive way?
$R^2$ is defined as following:
$$R^2 \equiv 1 - \frac{SS_{\rm err} }{ SS_{\rm tot}} = 1 -
\frac{\sum_i (y_i - ...
