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13 votes
1 answer
761 views

If $(a,b,c)$ are the sides of a triangle, then the probability $P(ax + by \ge c) = \frac{4}{\pi^2}\chi_2(x) + \frac{4}{\pi^2}\chi_2(y)$

Posting this question in MO since it is unanswered in MSE Let $(a,b,c)$ be the side of a triangle. In its most general linear form, the triangle inequality can be expressed as: Does $ax + by \ge c$ ...
Nilotpal Kanti Sinha's user avatar
11 votes
1 answer
745 views

Find the area of the region enclosed by $\sin^p x+\sin^p y=\sin^p(x+y)$, the $x$-axis and the $y$-axis (comes from a probability question)

Consider the graph of $\sin^p x+\sin^p y=\sin^p(x+y)$, where $x$ and $y$ are acute, and $p>1$. Here are examples with, from left to right, $p=1.05,\space 1.25,\space 2,\space 4,\space 100$. Find ...
Dan's user avatar
  • 3,527
1 vote
1 answer
241 views

Integration by parts for indicator of a sphere to indicator of a ball

Broadly speaking, I have a radial distribution on $\mathbb R^n$, i.e., the pdf only depends on the $\ell_2$-norm of the argument. I would like to obtain an expression for the pdf in the form $\int_{w=...
Nicolas Resch's user avatar
5 votes
1 answer
2k views

Normal multivariate orthant probabilities

(Previously I posted a similar question on math.SE, hoping that this question would have an easy answer. As the question appears hard, I am hoping I can perhaps get more feedback here.) Let $\mathbf{...
TMM's user avatar
  • 733
0 votes
0 answers
454 views

Reference: Bochner Integral`

What would be an easily accessible book dealing with Bochner integration as applied to probability theory (I'm looking to understand random elements and their basic related concepts in a formal yet ...
ABIM's user avatar
  • 5,405