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I am looking at the 4th central moment of a weighted-sum of correlated random variables, which takes the form $$\mu_4 = \sum_{i,j,k,l=1}^n w_i w_j w_k w_l \mu_{ijkl}$$ where $\mu_{ijkl}$ are the ...

This is a question related to the statistical model behind independent component analysis (ICA). We assume that $Z \sim N(0,1)$. Our goal is to construct a random variable $X$ that follows a ...

Fix $r > 0$ and $k, n \in \mathbb{N}$. Also consider a function $f: \mathbb{R}^{d} \rightarrow \mathbb{R}$. Let $x_{1},\ldots, x_{n+1}$ be points chosen uniformly from $[-r,r]^{d}$. For $1 \leq i \...

When discrete r.v. $X$ is not Poisson distributed and ${\rm{Var}}X,EX < \infty $, I want to know whether r.v. $X$ with p.g.f. $\exp [\sum\limits_{i = 1}^\infty {{q_i}({z^i}} - 1)],({q_i} \in {\rm{...

In the literature the multivariate Bernstein polynomial of a function $f:[0,1]^m\rightarrow\mathbb{R}$ is often defined as the following: $$B_{f,n}(x_1,\dots,x_m)=\sum_{\mathbf{k}\in \{0,\dots,n\}^m}...