# Tagged Questions

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### Correlation and First Order Stochastic Dominance

Suppose we have a random variable $X \sim [0,1]$ with a continuous distribution $F_X(x)$. Suppose $I \in \left\{0,1\right\}$ is a discrete random variable with $\text{Prob}(I=1 \ | \ X=x)$ strictly ...
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### Sum of Binomial Coefficient products

I am trying to prove that $$\sum\limits_{y=0}^d \frac{{2x \choose y} {2d-2x \choose d-y} }{2d \choose d} = x$$ So far, I have tried using induction on $d$ but I am having trouble using the ...
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### balls in bins — waiting time until $k$ bins are occupied

Consider the classic balls in bins problem: we throw balls one by one into $n$ bins independently and uniformly. Define $\tau(k)$ for $1 \le k \le n$ to be the number of balls we have thrown until $k$ ...
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### Average Waiting Time for a General Process

The time between the arrival of two consecutively buses are independent and averages out to be $T$. A passenger arrives at a uniformly distributed random time independent of the bus arrival time. Can ...
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### Diffrence between chaotic and Orderd Equations/systems

what is the difference between chaotic and Ordered Equations ? if the first one means that the system behaviour is not predictable , why we just call it stochastic process , and using random ...
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### Jeffrey's Prior for Bivariate Lognormal

Exactly what the question says, I'm working on code for an MCMC simulation and need to set some uninformative or weakly informative priors. I haven't been able to find the prior for the sigma ...
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### kullback liebler divergence for correlated processes

Suppose $X_n^{(1)}=\lambda_1 X_{n-1}^{(1)}+\mu_1+\epsilon_n^{(1)}$ and $X_{n}^{(2)}=\lambda_2X_{n-1}^{(2)}+\mu_2+\epsilon_n^{(2)}$ where $|\lambda_i|<1$ for $i=1,2$ and $\epsilon_n^{(i)}$ are ...
Pierce and Haugh did some research on causality in temporal systems. For simplicity, consider two time series $\{X_{t}\}$ and $\{Y_{t}\}$. Suppose that both follow a causal and invertible $ARMA$ ...