Timeline for Statistical test for boundedness of Expectation
Current License: CC BY-SA 3.0
3 events
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| Apr 5, 2018 at 13:20 | comment | added | usul | @san Think about it this way: For any choice of $n$ samples to draw, there exist cases where you cannot successfully tell apart finite and infinite mean. Now probably it is true that for any pair of distributions, there is some number $n$ of samples that suffice to tell them apart, but you would have to know this pair in advance in order to pick $n$. If you are picking $n$ without such info, then there are cases you will fail. | |
| Apr 5, 2018 at 5:31 | comment | added | san | Isnt it reasonable to keep the distribution independent of the number of samples. But of course one should be able to construct cases even with that restriction. | |
| Apr 5, 2018 at 1:43 | history | answered | usul | CC BY-SA 3.0 |