Timeline for Expected number of changes in the sign of a rolling sum of independent normal variables
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Apr 16, 2016 at 8:29 | comment | added | Douglas Zare | I took the liberty of adding that argument in place of the approximation. | |
| Apr 16, 2016 at 8:02 | history | edited | Douglas Zare | CC BY-SA 3.0 |
Added calculation by radial symmetry.
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| Apr 16, 2016 at 5:09 | comment | added | Anthony Quas | Good observation... | |
| Apr 15, 2016 at 9:05 | comment | added | Douglas Zare | When $\mu=0$, you reduce this to the probability that a two-dimensional normal distribution is within a wedge with vertex at the center. By a change of variables, that's the probability that a rotationally symmetric normal distribution is within a wedge, which has a probability of $\theta/(2\pi)$ where $\theta$ is the angle of the wedge. So, you shouldn't need to approximate this. | |
| Apr 13, 2016 at 22:07 | history | answered | Anthony Quas | CC BY-SA 3.0 |