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visits member for 2 years, 2 months
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Jul
24
comment Why left multiplication when it comes to Markov chains?
Because $P_{12}$ is prob from state 1 to 2, not vice versa
Jul
23
comment Expected number of changes of serves in a game of raquetball
@ian i was lazy but should have spotted the 0.1428 to be honest...
Jul
23
comment Expected number of changes of serves in a game of raquetball
@orio1909 because the Markov Chain is aperiodic and recurrent, so it will always converge to its stationary distribution.
Jul
22
comment What did I do wrong when using Jacobian transformation
Can you please write out how you did the transformation? This is bog standard.
Jul
22
comment Trace of power of stochastic matrix
@pisoir so what are you trying to show?
Jul
22
comment Trace of power of stochastic matrix
you are essentially asking how does the overall probability that a state remains where it is in 1 move compare with a state remains where it is in 2 moves...
Jul
22
comment Trace of power of stochastic matrix
nevertheless, it is still false, change the $0$ to a small $\epsilon$.
Jul
22
comment Asymptotics of sum of binomial distributions
+1, thanks again.
Jul
22
comment Expectation related to Normal distribution and its density
I seem to get this to be true only when $\sigma< 1$... and that might sense somewhat.
Jul
22
comment Expectation related to Normal distribution and its density
You were probably too wasteful throwing away the $\Phi$ term.
Jul
21
comment The mathematical odds of winning a hand in poker with two boards
Nevertheless I actually don't think ^ matters much. The losing player has a better chance of keeping the money (so does the winning player).
Jul
21
comment The mathematical odds of winning a hand in poker with two boards
This would surely also depend on many more things: on how many overcards does the player with a flush draw have? whether the player with the pair is holding one of the outs for the flush? Was the pair a pocket pair? etc. You should give a specific combination of cards, then I am happy to calculate these for you.
Jul
21
comment Determine the law of $F^{-1}(U)$, $U$ uniformly distributed on $[0,1]$
oh which university do you attend, just out of curiosity?
Jul
21
comment Determine the law of $F^{-1}(U)$, $U$ uniformly distributed on $[0,1]$
@OBDA not generally, because the function $F$ is only known to be right-continuous (by definition $F(x)=P(X\leq x)$)
Jul
21
comment Determine the law of $F^{-1}(U)$, $U$ uniformly distributed on $[0,1]$
what you have written is not wrong. Step (1) use the fact the $F$ is right continuous.
Jul
21
comment Interview riddle
@ZachGershkoff but $5\times 6=30$ so it is not that :)
Jul
21
comment Interview riddle
I was tempted to write a similar solution :) an interpolating polynomial.
Jul
21
comment Interview riddle
This is obviously the answer. How can it be anything else.
Jul
21
comment What is the difference between the normal average and weighted average?
I am under the impression this question is a duplicate of something but I cannot find a post.
Jul
21
comment existence of solution of volterra integral equation of the first kind
Some of your questions seems a little advanced here. Why not try mathoverflow?