# Tagged Questions

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### On achieving the maximal correlation

I am reading the famous paper of Renyi, entitled "On measures of dependence" (see here1). He redefined the maximal correlation in a very general form for both discrete and continuous random ...
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### Where can I find a set of probability problems?

Is there a database of solved probability problems available? I am currently studying probability (and statistics) and, while I think I have a decent grasp of permutations, combinations, conditional ...
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### Looking for specific book/thesis about Ising models

I am looking for a book/thesis I read about Ising models. I'm pretty sure it was done in the 1970 or maybe 1980s, since it was definitely pre-LaTeX (it looked type-written). The book also included ...
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### Cramer's theorem reference request

I'm looking for a proof of Cramer's theorem that states the following: Let $X,Y$ two independent random variables such that $X+Y$ is normal distributed, then $X$ and $Y$ are normal distributed. ...
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### Probability that two random permutations of an $n$-set commute?

From this MathOverflow question: It is well known that two randomly chosen permutations of $n$ symbols commute with probability $p_n/n!$ where $p_n$ is the number of partitions of $n$. -- Benjamin ...
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### Good references on the convergence of Markov chains with countably infinite state space

I'm looking for good references on the convergence time of a Markov chain with a countably infinite state space. Most books deal with finite state Markov chains, whose theory is well established. ...
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### Standard deviation and related quantities

By definition, standard deviation is the square root of the variance. There is some common terminology for the quantities $$\mathbb{E}(|X-\mathbb{E}X|^p)^{1/p}$$ for $p \geq 1$? Or, they are just ...
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### Bayesian learning for input “If A, then B.”

Can anyone point me to literature on Bayesian learning when the new information has the form “If A, then B”? I’m familiar with the rule that after one learns X, posterior probability P(Y) equals prior ...
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### deterministic limit of gaussian distribution

Let $a$ be a random variable over some set $A$, and let $\mathcal A \subseteq A$ be an event. Let $\mathcal E \subset \mathbb R^n$ be another event, and let $x_1, \dots, x_n$ be several Gaussian ...
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### What is the best book to learn statistics?

Right now I'm taking a 3 part course on probability and statistics using Schverish & Degroot Probability and Statistics and it is just not helpful. For the first part, which was on Probability, I ...
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### References for a second course in probability theory

I need a probability book that treats all the arguments from the point of view of the measure theory and the Lebesgue integral. I've the basis of "naive" probability theory and of measure theory so I ...
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### Book on combinatorial identities

Do you know any good book that deals extensively with identities obtained using combinatorial and/or probabilistic arguments (e.g., by solving the same combinatorial or probability problem in two ...
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### Learning resources for Probability Distributions/Models

I've a good background in basic probability. I need to learn and get a good grip on the probability distributions and stochastic processes, counting processes, and other related topics. I am already ...
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### A list of different measures of distance/difference/dissimilarities/similarity of two probability distributions?

I wanted to know more about the different methods for comparing the similarities of two probability distributions P and Q. I wanted a list of the different methods that exist for comparing ...
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### Who discovered this number-guessing paradox?

In this math.se post I described in some detail a certain paradox, which I will summarize: $A$ writes two distinct numbers on slips of paper. $B$ selects one of the slips at random (equiprobably), ...
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### Introductory Statistics/Probability Reference Request

I am a PhD student in mathematics with a background in Pure Mathematics. As such I have pretty much zero background in statistics or anything other than the most basic probability (i.e., what one ...