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Feb
19
revised Notation for product expansion
added 35 characters in body
Feb
18
accepted Notation for product expansion
Feb
18
comment Notation for product expansion
Of course - thank you very much! It's so simple: $\sum_{l=1}^{i} \sum_{m=1}^{j} x_{l}x_{m}$. I need to get some sleep...
Feb
18
revised Notation for product expansion
reversed i's and j's
Feb
18
asked Notation for product expansion
Dec
22
accepted Schur product theorem
Dec
22
awarded  Commentator
Dec
22
comment Schur product theorem
Thank you for the counter example! Is there any way to quantify "nonzero but small" (this is exactly the scenario which I'm considering, i.e., A is symmetric) ?
Dec
21
asked Schur product theorem
May
23
awarded  Scholar
May
23
accepted Numerical precision of product of probabilities (normal CDF)
May
23
comment Numerical precision of product of probabilities (normal CDF)
Thanks - this is what I was looking for!
May
23
comment Numerical precision of product of probabilities (normal CDF)
Of course you are right, I meant zero. Thanks a lot for the log1p function!! I didn't know that it existed.
May
23
comment Numerical precision of product of probabilities (normal CDF)
Hi and thank you - I did consider taking the logarithm, however log(1-normcdf(-x)) and log(normcdf(x)) both just return 1.
May
23
comment Numerical precision of product of probabilities (normal CDF)
I'm trying to calculate the joint probability of independent events, each one of which has a high probability of occurring - well specifically I'm interested in the complement of this probability. I would be grateful for any suggestions for alternative approaches.
May
23
comment Numerical precision of product of probabilities (normal CDF)
@Arkamis sorry, I forgot the negative sign...
May
23
revised Numerical precision of product of probabilities (normal CDF)
added 13 characters in body
May
23
comment Numerical precision of product of probabilities (normal CDF)
@Arkamis the idea is that the product of the $k$ probabilities will give me $P( \cap_k \{X \le x_k\})$ which should be in the order of $1 \times 10^{-6}$
May
23
comment Numerical precision of product of probabilities (normal CDF)
@SamratMukhopadhyay The variables are normalized to zero mean and unit-variance (I updated the question)
May
23
revised Numerical precision of product of probabilities (normal CDF)
added 9 characters in body