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0 votes
0 answers
28 views

Stationary Distribution of a Markov Chain from Conditionals

1 vote
0 answers
53 views

Kullback-Leibler Approximation of Unbounded by Bounded Densities

3 votes
1 answer
154 views

A data processing inequality for a non-$f$ divergence?

6 votes
2 answers
240 views

Concentration inequalities for $P(\sum_{i=1}^n \epsilon_i X_i > t)$

1 vote
0 answers
48 views

Convergence in distribution of distributions $p_n$ implies convergence in distribution of $s_n$?

6 votes
1 answer
1k views

Techniques for proving asymptotic normality by Taylor expansion?

6 votes
1 answer
5k views

Property of uniformly tight random variables?

1 vote
0 answers
93 views

When is $\mbox{Var}(X|\mathbf Y = \mathbf y) < \mbox{Var}(X)$ for all $\mathbf y$?

15 votes
1 answer
6k views

Convergence of probability measures in total variation and limits of integrals

2 votes
1 answer
56 views

Given a product of these two functions, can I recover the factorization?

8 votes
2 answers
255 views

Probability of two points being split into different partitions.

13 votes
3 answers
4k views

Are there any decompositions of a symmetric matrix that allow for the inversion of any submatrix?

3 votes
0 answers
326 views

Is this calculus of variations intuition justifiable?

2 votes
1 answer
139 views

What are general conditions for the $L_p$ convergence of an independent random series?

3 votes
2 answers
227 views

Inverse Fourier transform of $\varphi(t) = \exp\left(\int_0 ^ 1 \frac{e^{itx} - 1}{x} \right)$?

3 votes
1 answer
681 views

Formal definition of maximum likelihood estimation

4 votes
4 answers
2k views

Continuity of Laplace transform

1 vote
1 answer
250 views

Derivatives with respect to a symmetric matrix, with an application to maximum likelihood

3 votes
1 answer
164 views

Limit of $\frac{(\sum_{1} ^ n a_j)^p}{n^{p - 1} \sum_{j = 1} ^ n a_j ^ p}$ where $\frac{\sum a_j}{n} \to \infty$

8 votes
3 answers
2k views

Convergence of $\sum \frac{a_n}{S_n ^{1 + \epsilon}}$ where $S_n = \sum_{i = 1} ^ n a_n$

1 vote
0 answers
160 views

If $\frac{X_n}{b_n} \to 0$ almost surely where $0 < b_n \uparrow \infty$ then $\frac{\max_{1 \le j \le n}|X_j|}{b_n} \to 0$ almost surely?

5 votes
2 answers
1k views

If $X_1, ..., X_n$ are Exp($\lambda$) random variables, what is the best unbiased estimator of $e^{-\lambda}$?

2 votes
1 answer
290 views

General Definition of Likelihood Function

7 votes
3 answers
771 views

Given a real function $g$ satisfying certain conditions, can we construct a convex $h$ with $h \le g$?

1 vote
1 answer
123 views

Probability: Terminology Question for Convergence in Distribution

1 vote
1 answer
1k views

A Strong Law using Medians

2 votes
2 answers
212 views

Probability: Median of a Difference

2 votes
1 answer
321 views

Probability: Relationship between $\inf P(|X_n| > \epsilon)$ and $\inf E|X_n|$