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?- love(math) is unrequited. true.


Mar
1
comment How can Radon-Nikodym and Borel-Cantelli be used to calculate Probability distribution?
@Did I apologize for trying to be helpful. Since you would rather win the argument than understand the paragraph, I will not bother you about it further.
Mar
1
comment How can Radon-Nikodym and Borel-Cantelli be used to calculate Probability distribution?
@Did The random variable induces a probability measure via is cumulative distribution function. This is standard in any probability theory textbook. If that measure is absolutely continuous w.r.t. the Lebesgue measure, then the random variable admits a probability density function (unfortunately often just called a 'distribution' function).
Feb
28
comment How can Radon-Nikodym and Borel-Cantelli be used to calculate Probability distribution?
@Did For instance, have you considered the Wikipedia article on the Radon-Nikodym Theorem? There it says: "... Specifically, the probability density function of a random variable is the Radon–Nikodym derivative of the induced measure with respect to some base measure (usually the Lebesgue measure for continuous random variables)."
Feb
28
comment How can Radon-Nikodym and Borel-Cantelli be used to calculate Probability distribution?
@Did I'm sorry that you don't understand the paragraph. It is a very nice way of explaining absolute continuity in the context of probability distributions here. Perhaps if you explain why you don't understand it, we can work together to provide a better explanation for you.
Jan
25
comment How to study math to really understand it and have a healthy lifestyle with free time?
Some of it is. But the linked articles on the lack of a wage premium for PhD holders in computer science and math over Master's degree holders, and also the rise of post-docs as principal investigators (hence more concentration of academic employment at the lower levels and less at associate or tenured professor positions) are from outside sources that derive from peer-reviewed research. Other observations such as having a limited time budget and needing to do something economically productive are more or less default attributes of nature. So if a person cares about these, it's less anecdotal.
Nov
11
awarded  Nice Answer
Jul
22
awarded  Nice Answer
Jul
21
comment Fastest numeric method for ODE
Also, FYI this question is probably better suited for either SciComp or Stack Overflow. It's not clear that this is due to your chosen algorithm. It could easily be due to an inefficient C implementation. If you post some code along with the question at either of those other sites, you'll almost surely get better help... and folks on those sites will also be able to suggest other mathematical algorithms to try if indeed that is the right way to solve the problem.
Jul
21
comment Fastest numeric method for ODE
Are you sure it is Euler's method that is slowing you down, and not the implementation? What language are you using? Is it a built-in or library function? What is your data set like? What sort of machine are you performing the calculation on, and with how much RAM? When you say it is 4-8 times too slow, what is this relative to and what timing benchmarks have led you to this conclusion?
Jul
21
accepted Necessary and sufficient conditions for a matrix to be a valid correlation matrix.
Jul
20
asked Necessary and sufficient conditions for a matrix to be a valid correlation matrix.
Jul
17
awarded  Necromancer
Jul
4
comment Can I use the geometric mean instead of the arithmetic mean to calculate the covariance between yields of different stocks?
Normally what you are calling "yield" is called price return (in this case, daily price return). Also make sure you're computing the price of the later day minus the prior day, not vice versa (that is, subtracting 1 after dividing is equivalent to subtracting the prices, then normalizing to the prior day's price).
Jun
8
awarded  Caucus
May
11
comment Does a random action have probability?
Probability is in the mind!
May
7
revised Math Database For Problem Descriptions In An App.
edited body
May
7
revised Selecting numbers on a number line where distribution tends to cluster at one end.
added 691 characters in body
May
7
answered Selecting numbers on a number line where distribution tends to cluster at one end.
Apr
29
comment Probability and Axiom of Choice
Cox's Theorem prevents you from distributing "indifference" among infinitely many things. That's not a state of knowledge one can possibly have, and probability is in the mind
Apr
29
comment Probability and Axiom of Choice
You should read this paper and the Freiling paper mentioned in it.