Timeline for Stein's lemma for Gaussian variables proof
Current License: CC BY-SA 4.0
3 events
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May 17, 2020 at 4:23 | comment | added | Quicky2357 | I have my own answer now, I choose $\alpha = \frac{\mathbb{E}\{Z_1Z_2\}}{\mathbb{E}\{Z_2^2\}}$ | |
May 16, 2020 at 5:53 | comment | added | Quicky2357 | And why we can write $Z_1 = \alpha Z_2 + \tilde{Z}_1$ with $Z_2, \tilde{Z}_1$ are independent? | |
May 14, 2020 at 9:01 | history | answered | RaphaelB4 | CC BY-SA 4.0 |