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seen Apr 26 at 7:22

Jul
2
awarded  Curious
Nov
22
comment Multivariate Distribution & Bayes Rule
I have confirmed my answer. $E[x_1|S_1] = E_{x_2}[E[x_1|x_2]|S_1]$ by LIE, and the solution easily follows.
Nov
21
revised Multivariate Distribution & Bayes Rule
edited tags
Nov
21
revised Multivariate Distribution & Bayes Rule
edited body
Nov
21
asked Multivariate Distribution & Bayes Rule
Jul
5
revised Bayesian Updating with Gaussian Signals
edited tags
Jul
5
asked Bayesian Updating with Gaussian Signals
Jun
25
awarded  Teacher
May
3
answered Multiple regression problems (restricted regression, dummy variables)
May
3
comment Does the following Integral have a Closed Form Solution?
Thanks very much for this. I must admit I'm having a little hard time following, especially where you have $ b \int Pr(Z \leq a+by) \phi(y) dy=bPr(Z \leq a+bY) $. Could you elaborate on that step a bit?
May
3
accepted Does the following Integral have a Closed Form Solution?
May
1
revised Does the following Integral have a Closed Form Solution?
added 58 characters in body
Apr
30
comment Does the following Integral have a Closed Form Solution?
I'm not sure I follow. That also doesn't seem to coincide with some numerical integration examples I ran.
Apr
29
comment Does the following Integral have a Closed Form Solution?
Yes, that's fine. I meant closed form as in get rid of the integral; i.e. $\int \Phi(x)dx = x\Phi(x)+\phi(x)$
Apr
29
revised Does the following Integral have a Closed Form Solution?
edited title
Apr
29
asked Does the following Integral have a Closed Form Solution?
Jan
30
accepted Conditional Distributions and Probabilities
Jan
30
comment Conditional Distributions and Probabilities
It wasn't the best choice of notation. I meant I wanted the PDF.
Jan
30
comment Conditional Distributions and Probabilities
Thanks for pointing that out, I've made the corrections. However, the main question remains.
Jan
30
revised Conditional Distributions and Probabilities
added 36 characters in body