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 Yearling
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Dec
4
awarded  Yearling
Nov
20
revised how to define the lagrange problem on the boundaries
added 588 characters in body
Nov
19
revised how to define the lagrange problem on the boundaries
added 144 characters in body
Nov
18
asked how to define the lagrange problem on the boundaries
Oct
14
comment Proof of the power of the wald test
thanks for your help. Agree that notation was terrible and was the reason why I didnt derive the correct result. One question. If you go through it you end with $P(-z_{\alpha/2}+\frac{\theta_0-\theta_*}{\hat{\theta}}<Z<z_{\alpha/2}+\frac{\th‌​eta_0-\theta_*}{\hat{\theta}})$ Then I multiply all equations with $-1$ to get the right one and use symmetry of $Z$. But why is it desired to do that?
Oct
13
asked Proof of the power of the wald test
Oct
13
accepted definition of a sufficient statistic
Oct
4
asked definition of a sufficient statistic
Sep
29
awarded  Curious
Sep
28
accepted waht does $dW^1dW^2=\rho dt$ exactly mean
Sep
28
comment waht does $dW^1dW^2=\rho dt$ exactly mean
Thx for clarification!
Sep
28
asked waht does $dW^1dW^2=\rho dt$ exactly mean
Jul
9
accepted why does $P(X_{n+m} = j \mid X_m = k, X_0 = i) = P(X_{n+m}= j \mid X_m = k)$ follows from the Markov Property
Jul
7
asked why does $P(X_{n+m} = j \mid X_m = k, X_0 = i) = P(X_{n+m}= j \mid X_m = k)$ follows from the Markov Property
May
23
accepted How to use Itō in this very simple case
May
23
comment How to use Itō in this very simple case
@saz brilliant! you helped me a lot. many thanks
May
23
comment How to use Itō in this very simple case
@saz thanks for your comment. I'm just struggeling with the following. The occurence of $W_t$ can be replaced by $x$, why not the occurence of $W_u$ within the integral? Why do I not have to take the partial derivative of $\int W_u du$ wrt to $x$. It seems $W_t$ and the $W_u$ under the integral sign are different things.
May
23
comment How to use Itō in this very simple case
@saz exactly I would like to have the differential $dX_t$. Just for the process $\int_0^t W_u du$ it must be equal $W_tdt$. This looks like normal calculus, but we have also the dependency of $W$ within the integral, or not?
May
23
asked How to use Itō in this very simple case
May
3
comment Why is the expectation of essential supremum equal the supremum of expectations
@TheBridge ah stupid me! many thanks!