Timeline for A probability problem
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Apr 4, 2013 at 21:03 | comment | added | Michael Brown | Dear Pablo, thank you for your reply. That is what I was suspecting as well. I guess I will have to get my hands dirty once again.. | |
| Apr 4, 2013 at 20:12 | comment | added | Pablo Lessa | It doesn't seem like you have enough to go on. As far as I understand you're trying to bound the probability that $Y$ belongs to an interval $[a,b]$ based only on the fact that $X \le Y \le \beta X$. If there are no other assumptions then the upper bound "probability that $[X,\beta X]$ intersects $[a,b]$" is the best possible and this will converge to the probability that $X \le a \le \beta X$ if we let $b \to a$. | |
| Apr 4, 2013 at 19:12 | history | asked | Michael Brown | CC BY-SA 3.0 |