Timeline for Minimal expected absolute value of linear combinations of Gaussian random variables
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Mar 29, 2015 at 13:14 | history | edited | user44143 | CC BY-SA 3.0 |
added proof of result that Bjorn stated
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| Mar 29, 2015 at 1:31 | comment | added | Bjørn Kjos-Hanssen | Ah, yes. Interesting idea to use Thue-Morse here. | |
| Mar 29, 2015 at 1:29 | comment | added | user44143 | @Bjorn, I agree that $g_1-g_2 \sim N(0,2)$, and $g_{(2)}-g_{(1)}$ has a folded normal distribution. (Subscripts with parentheses indicate the order statistics.) But I am looking at $|g|_{(2)}-|g|_{(1)}$, which is distributed as $2\exp(-z^2/4)\,\text{erfc}(z/2)\,/\sqrt{\pi}$ for positive $z$. | |
| Mar 29, 2015 at 0:19 | history | answered | user44143 | CC BY-SA 3.0 |