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Aug
21
comment What is the Skewness of a Geometric Brownian Motion?
What is the skewness of a Lognormal random variable?
Aug
17
comment Probability generating function of bivariate Poisson distribution!
What is the joint pmf of $(Y_0,Y_1,Y_2)$?
Aug
17
answered Probability generating function of bivariate Poisson distribution!
Aug
3
comment Find the CDF of a function of two random variables
Can't agree there.
Jul
20
comment Expectation of $\min(X, c)$ for $X$ truncated r.v. and $c$ constant
Correctly, your random variable is not truncated at $c$, but censored at $c$. Censoring a continuous random variable above at $c$ gives rise to $P(Y=c)=P(X>c)$ i.e. discrete mass at $c$; truncation does not.
Jul
13
comment Why should we care about sufficient statistics?
More generally, why should we care about anything? A little Kant can't hurt. For something more existential, see perhaps Sartre, Kierkegaard and Schopenhauer. And if you mean to ponder what is the meaning in asking the question at all, then some Wittgenstein might enlighten your logical positivism. Or as Bertrand Russell might have noted, the question might have meaning for you, but to say that the question itself has meaning is a misuse of language.
Jun
20
comment The likelihood of being an accountant vs being an accountant and a plumber
The question is internally inconsistent: on the one hand, it asks us to ignore the practicality side of the question, and OTOH, it goes to great pains to specify that the work to be done is a PRACTICAL problem that requires practical plumber skills, and further that one of the people has such practical plumber skills. /// Make up your mind. If one wishes to pose the problem without the practical side, then by all means do so ... the question then reduces to: I met a random person. Is his profession more likely A ... or A AND B? That is a completely different question to that posed here.
Jun
14
comment Find the mean and variance of $V_n=\frac{1}{n}\sum_{i=1}^n(X_i-u)^2$
Ah - thanks. I got mixed up between the odd $v$ and $V$ notation.
Jun
8
answered Covariance between squared and exponential of Gaussian random variables
May
28
comment Distribution of the product of a Normal and an Exponential random variable
On further reflection, your question needs further assumptions. In particular, the basis of almost any economic model is that quantity $Q= Q(P, ...)$ i.e. quantity is a function of price. If so, then your Price and Quantity random variables are not independent. ...... Or, perhaps more correctly, you may wish to re-model this as a SINGLE random variable price $P$, where $Q = Q(P, blah)$ and you seek the distribution of total cost (or revenue).
May
28
comment Distribution of the product of a Normal and an Exponential random variable
General Normal $N(\mu, \sigma^2)$ or standard Normal $N(0,1)$? Standard Exponential or with parameter $\lambda$. And if the latter, what formulation? And what makes you think it is elementary?
May
28
revised Distribution of the product of a Normal and an Exponential random variable
resolved ambiguity in title (product of distributions -> product of random variables), and converted random variables to UPPER case characters in question
May
23
comment Random Variables and Moment Generating functions
I don't have much of a clue for this one either.
May
8
comment $X \sim Rice(\nu,\sigma)$, what is the distirbution of $X^2$?
Perhaps you could provide the functional form/parameterisation of the Rice distribution that you are using. There are almost always multiple versions around ...
Apr
28
comment Calculating the distribution of a compound random variable
What is B(1,0)? B is for Beta, Bradford, Binomial, Birnbaum, Bettyboop ...
Apr
27
comment Convert min to max probability
The Q function! Is that something James Bond uses?
Apr
26
revised Expectation of a linear combinations of iid standard normal, restricted to a halfspace
typo in title
Apr
25
awarded  Yearling
Apr
25
comment What is the distribution of 'max of some normaldistributions'?
This is a duplicate of: math.stackexchange.com/questions/382237/… ... While the question here is a bit more general, the answer to the latter ... in particular, the references to the papers by Nadarajah and Kotz, provide the answer you seek.
Apr
25
comment For each of the following, determine the constant c so that f(x) satisfies the conditions for being a p.m.f
You really should not do other people's homework for them. At best, it is morally corrupt. At worst, it is unfair on the student by denying them the very learning process of doing it by themselves, and unfair on the university whose task it is to assess.