Timeline for Variance of random variable decreasing in parameter
Current License: CC BY-SA 4.0
15 events
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| Jul 27, 2020 at 12:58 | comment | added | S.Surace | @IosifPinelis : this was from memory, thinner-than-Gaussian tail means (I believe) negative excess kurtosis or fourth cumulant. But I‘m not so sure now and I don‘t have a reference ready. | |
| Jul 27, 2020 at 3:08 | comment | added | Iosif Pinelis | @fedja : I see now, thank you. It's indeed exactly the same, and it's very nice! | |
| Jul 27, 2020 at 2:37 | comment | added | fedja | @IosifPinelis It is not. Read the second part, not the first (after "Edit:") | |
| Jul 27, 2020 at 0:12 | comment | added | Iosif Pinelis | @S.Surace : Can you explain the reason(s) for the inequalities in your multiline displays? (Note that the factors in the parentheses in both displays may take negative values.) | |
| Jul 27, 2020 at 0:09 | comment | added | Iosif Pinelis | @fedja : Why is $e^{-\varphi(x)}$ a mixture of $e^{-ax^2}$ ($a>0$) in this case? | |
| Jul 25, 2020 at 23:59 | history | bounty ended | Sascha | ||
| Jul 25, 2020 at 23:59 | vote | accept | Sascha | ||
| Jul 24, 2020 at 22:21 | comment | added | S.Surace | @Sascha I completed the argument under a condition on $\varphi$ similar to yours. Let me know if anything remains unclear. | |
| Jul 24, 2020 at 22:19 | history | edited | S.Surace | CC BY-SA 4.0 |
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| Jul 24, 2020 at 22:06 | history | edited | S.Surace | CC BY-SA 4.0 |
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| Jul 24, 2020 at 21:57 | history | edited | S.Surace | CC BY-SA 4.0 |
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| Jul 24, 2020 at 20:04 | comment | added | fedja | @Sascha Erm... Isn't it exactly the same as what I wrote in mathoverflow.net/questions/350524/properties-of-convolutions (the second attempt)? | |
| Jul 21, 2020 at 12:28 | comment | added | Sascha | thank you for the positive feedback, if you have some time to elaborate on some points, I would be very curious to know. Thank you very much. | |
| Jul 20, 2020 at 16:25 | history | edited | S.Surace | CC BY-SA 4.0 |
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| Jul 20, 2020 at 16:18 | history | answered | S.Surace | CC BY-SA 4.0 |