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 Tumbleweed
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  • 0 posts edited
  • 0 helpful flags
  • 7 votes cast
Jan
5
awarded  Tumbleweed
Dec
29
asked Iteratively minimizing sum of squared distances in R^n
Dec
8
awarded  Popular Question
Jan
30
accepted Properties of weighted average ratio of weights
Jan
29
asked Properties of weighted average ratio of weights
Oct
14
comment Normal approximation to the log-normal distribution
So the difference in c.d.f. between $LnN(\mu, \sigma)$ and $N(e^\mu,\sigma e^\mu)$ is bounded quite well when $\sigma/\mu << 1$, right? I wonder if the ratio of c.d.f. between normal and log-normal is also bounded (when tails become thin, the approximation that guarantees maximum absolute difference isn't as impressive).
Oct
14
accepted Normal approximation to the log-normal distribution
Oct
13
asked Normal approximation to the log-normal distribution
Sep
30
awarded  Altruist
Sep
30
comment Wiener Process $dB^2=dt$
In simple words, does it make sense to say that $$dB_t^2$$ is non-stochastic? If so, is there any intuitive reason for that, which can be explained without strict definitions?
Sep
26
awarded  Commentator
Sep
26
comment Wiener Process $dB^2=dt$
I think the answer to my bounty clarification request is that a simple calculation shows that the standard deviation of $dB^2$ is actually of the order of $dt^{3/2}$, while its expectation is of the order of $dt$. So the randomness can be ignored.
Sep
22
comment Wiener Process $dB^2=dt$
@Did : probably too late to re-do this as a new question at this point - only would cause more confusion. Unless moderators agree and help.
Sep
22
comment Wiener Process $dB^2=dt$
@Did : sorry I thought if I asked a new question, mods would close it as a duplicate. My questions on stackoverflow were closed a few times as duplicates, even when I tried to explain why (in my opinion) they weren't... As to the wording of the bounty, there were only a few options, and none of them fit the situation. I figured I could loosely interpret "recent changes" to mean "comments added recently" (by you).
Sep
22
comment Wiener Process $dB^2=dt$
@Did : Your clarification about the "deeper result" is precisely what I was hoping to see in one of the answers... Could someone possibly provide such an answer at the most intuitive / least rigorous level that you feel is possible? Thx..
Sep
22
awarded  Investor
Dec
8
comment Symmetry arguments in probability
I assume all that we need to formalize this is to observe that there indeed exists an argument which shows that the probability in question is a certain number, since at the very least we can simply enumerate all the cases. (BTW.. I wonder if there are any cases where the symmetry argument breaks down only because it's unclear if the required argument exists; i.e., it's possible that the question about the value of the number is unsolvable. Clearly, it can't happen with probabilities on a finite space, but perhaps in other areas?)
Dec
8
accepted Symmetry arguments in probability
Dec
8
comment Symmetry arguments in probability
@Inquest I did a poor job explaining what I know about the deck, so I updated the question.
Dec
8
revised Symmetry arguments in probability
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