# Tagged Questions

In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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### Proving that an integral of several cdf and pdf functions is increasing in a certain parameter

Basic assumptions: $n\geq3$, $a\leq b\leq c$, $b$ is simply a dummy variable of integration, and $\rho\geq0$. $F(z)$ and $f(z)$ represent the usual general CDF and PDF (no specified distribution here)....
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### How to obtain a unimodal histogram with normal distribution (gaussian)? [on hold]

My task is to come up with a histogram consisting of $N$ bins. The histogram should show a (perfect) normal distribution. So something similar to what is shown in this image. How do I obtain the value ...
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### How to compute bounding coefficients for McDiarmid's inequality?

I am trying to understand the proof in Sec. A2 of Gretton et al.. To make the question self-contained, I summarize below the key ingredients. At the end of the post, I state my question. Given a ...
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### Article Using Kullback Leibler Divergence to Measure Divergence of Observation from Distribution

I am currently attempting to compare an observed distribution to a theoretical distribution, and my current approach is to normalize the two and find the Kullback Leibler Divergence. I am beginning to ...
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### Uniform sampling from general simplex with a twist

This is part of a question I had asked elsewhere, and then some of the links redirected me to CS stack exchange. Given $0\leq a_1\leq\dots\leq a_D\leq1$ (all strictly positive), I want to draw points ...
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### Discretization of a continuous distribution

For a research project I work with continuous distributions, like the normal distribution. In my use case however the random variable Z generally follows a normal distribution, though it can only take ...
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### Difference between Pareto-Levy and Pareto distributions

Many authors use the term Pareto-Levy distribution, though Im not clear how these are different from Pareto. Are these also Power Law distributions and is there a way of visually confirming if an ...
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### Tail bound for product of normal distribution

Let $U, V$ be two standard normal random variables with covariance $cov(U,V) = \beta \in [0,1)$. Let $W = UV$ be the product of two RV's, and $W_1, W_2, \ldots, W_n$ be n i.i.d copies of $W$, what's ...
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### How to prove this Gaussian Mixture theorem? (Fitting/Overfitting)

Note from OP: I gave up and reposted this Question with a Bounty on Cross Validated HERE. In certain applications, we approximate an unknown pdf by placing uniformly weighted Gaussian terms at each ...
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### Calculate channel capacity of general channel under constraint

Given a conditional distribution $P_{Y|X}$ I'd like to find the prior distribution $P_X$ that maximizes the mutual information $I(X;Y)$ with $P_Y(y)=\int P_{Y|X}(y|x)P_X(x)\text{dx}$ (this corresponds ...
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### Convexity of truncated expectation

Let $k, n$ be two positive integers with $k \leq n$, and let $P = \{ (x_1, \dots, x_n) \in [0, 1]^n : \sum_i x_i = k \}$. Given $x = (x_1, x_2, \dots, x_n) \in P$, let $X_i$ be the random variable ...
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### Looking for an exposition of a certain theorem of Talagrand

The following is a theorem by Talagrand (as stated here, http://arxiv.org/pdf/1511.08609v1.pdf), Let $(X, \mu)$ be a probability space. Let $F : X \rightarrow \{0,1\}$ be a family of functions ...
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### Radon-Nikodym for continuous time processes

Likelihood theory for statistical inference concerning stochastic processes in continuous time are well used. How ever i've found no real literature concerning the fundamentals. What is know from ...
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### Reference for the monotonicity in $\alpha$ of the Rényi entropy

I'd like to have a reference for the property $0 \leq \alpha < \alpha' \leq \infty \implies R_\alpha(\mu) > R_{\alpha'}(\mu)$, where $R_\alpha(\mu)$ is the Rényi entropy of order $\alpha$ of a ...
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### Bounding a distribution using moments

Suppose $X$ is a non-negative random variable with bounded image. I was wondering if anybody knew of any results that could answer a question of the following type: Suppose the $n$-th moment satisfies ...
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### Functional limit theorem under random change of time

FINAL EDIT: There is one main question left: According to the answer, we have choosen $\theta=1$ , where we could choose $0<\theta<\infty$ as we like. His this sufficient, if we regarde the ...
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### On the eigenvalues' distribution of random unitary

Fix an integer $d$, let $\mathbb{U}_d$ be the $d\times d$ unitary group. For any $U\in \mathbb{U}_d$, define $\Omega(U)$ be the length of the smallest arc containing all the eigenvalues of $U$ on the ...
Let $X$ be a random variable following the hypergeometric distribution with parameters $N,K,n$, where $$Pr(X=k) = \frac{\binom{K}{k}\binom{N-K}{n-k}}{\binom{N}{n}}.$$ To ...
Let $P(x)$ be a polynomial (of an odd degree $n$) strictly increasing on $(-\infty, +\infty).$ Then $F(x)=\displaystyle \frac{1}{1+\exp\{-P(x)\}}$ is a distribution function of a polynomial logistic ...