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As somebody used to say:

Does research. Smokes. Battles administration. Smokes. Wishes he could stop battling administration so that he could have more time to do research. Smokes some more.

The same. Except I do not smoke.


How to ask a good question?

This paragraph is for my personal use but freely available:

Welcome to Math.SE! Please, consider updating your question to include what you have tried and where you are getting stuck. That way, people on this site will know exactly what help you need.


Jun
23
comment What is the density of $1-X^3$ if $X$ is a Cauchy random variable?
Why one would first integrate the density $f_X$ and then derive the result escapes me, to tell you the truth. Using the formula $f_Y(x)=-g'(x)f_X(g(x))$ reached in my post seems much simpler and much less error-prone, no?
Jun
23
comment A gambler with the devil's luck?
Yes. $ $ $ $ $ $
Jun
23
revised A gambler with the devil's luck?
edited body
Jun
23
comment What is the density of $1-X^3$ if $X$ is a Cauchy random variable?
Let me suggest to compare it to the (new) formula at the end of my post.
Jun
23
revised A gambler with the devil's luck?
added 146 characters in body
Jun
23
answered A gambler with the devil's luck?
Jun
23
revised What is the density of $1-X^3$ if $X$ is a Cauchy random variable?
added 192 characters in body
Jun
23
comment Infinite divisibility of random variable vs. distribution
OP: I reformulated the question according to your explanations. Now you could ask on meta for its reopening.
Jun
23
revised Infinite divisibility of random variable vs. distribution
added 118 characters in body
Jun
23
comment What is the density of $1-X^3$ if $X$ is a Cauchy random variable?
What about showing instead how @Avitus' comment and my answer helped you make some steps towards solving the question? This way we would know what is still blocking you.
Jun
23
comment Hidden Markov Model Calculation
Self-duplicate. The fact that there is no "hidden" Markov model in the question was signalled on the other (older) page.
Jun
23
comment Infinite divisibility of random variable vs. distribution
I finally managed to decipher what the authors of the page of encyclopediaofmath the OP is referring to really mean and it happens that there is in fact a subtle point worth explaining here. Thus the question could be reopened.
Jun
23
comment Find a Liapunov function of this linear system
Try to write down what $X'(t)=AX(t)$ means in terms of the coordinates $x(t)$ and $y(t)$ of the vector $X(t)$.
Jun
23
comment How to continue this problem to find distribution function of $|X-Y|$
59 minutes. $ $
Jun
23
answered How to continue this problem to find distribution function of $|X-Y|$
Jun
23
answered recurrence criterion for random-walk like (simple) inhomogeneous Markov chain
Jun
23
answered Find a Liapunov function of this linear system
Jun
23
comment Infinite divisibility of random variable vs. distribution
That a random variable is infinitely divisible means exactly that its distribution is infinitely divisible. And vice versa. So what is the question?
Jun
23
answered What is the density of $1-X^3$ if $X$ is a Cauchy random variable?
Jun
22
revised Conditional probability is not a probability measure, but it does satisfy each of the requisite axioms with probability 1.
added 7 characters in body