# Questions tagged [probability-distributions]

In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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### Are the primes normally distributed? Or is this the Riemann hypothesis?

Forgive my very naive question. I know next to nothing about number theory, but I'm curious about the state of the art on the distribution of primes. Let $\mathrm{Li}(x)$ be the offset logarithmic ...
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### When should we expect Tracy-Widom?

The Tracy-Widom law describes, among other things, the fluctuations of maximal eigenvalues of many random large matrix models. Because of its universal character, it obtained his position on the ...
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### $\mathbb{E}[X^4]=1$, $X,Y$ iid, what's the best upper bound of $\mathbb{E}[(X-Y)^4]$?

Let $X,Y$ be i.i.d. random variables, $\mathbb{E}[X^4]=1$, what's the best upper bound for $\mathbb{E}[(X-Y)^4]$ ? A trivial upper bound is $16$, since $(X-Y)^4 \leq 8 (X^4+Y^4)$ then take ...
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### Maximizing the expectation of a polynomial function of iid random variables

Let $f \colon \mathbb R^N \to \mathbb R$ be a smooth function. Let $\mu$ be a probability measure on $[0,1]$ and $X_1, \ldots , X_N$ be i.i.d. random variables on $\mathbb R$. Question 1. What is ...
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### On the sum of uniform independent random variables

Let $X_1,...,X_n$ be independent uniform random variables in [0,1] and assume $c>1/2$. Is it true that $$\mathbb{P}\left[\sum_{i=1}^n X_i \leq n \cdot c\right]$$ is increasing with respect to $n$? ...
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### Resultant probability distribution when taking the cosine of gaussian distributed variable

I am trying to do a measurement uncertainty calculation. I have a gaussian distributed phase angle (theta) with a mean of 0 and standard deviation of 16.6666 micro radians. The variance is the ...
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### A Conjecture on the Density of a subset of integers

Let $X$ denote the largest subset of odd integers with the property that every exponent in the prime factorization of any $x \in X$ belongs to $X$. The conjecture states that the density of $X$ among ...
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### Entropy and total variation distance

Let $X$, $Y$ be discrete random variables taking values within the same set of $N$ elements. Let the total variation distance $|P-Q|$ (which is half the $L_1$ distance between the distributions of $P$ ...
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### An extension of Gaussian Isoperimetry

The Gaussian isoperimetric inequality (Tsirelson,Sudakov, Borell) states that among all sets of given Gaussian measure in the n-dimensional Euclidean space, half-spaces have the minimal Gaussian ...
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### Torus Graph Dynamics

Consider the torus graph, or the toroidal grid, which looks like (The graph's vertices are the bold dots). I will discuss only square torus graphs, where there is an equal number of vertices in a "...
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### Density of prime pairs whose gap is less than the average gap

By the prime number theorem we know that the "average gap" between the first $n$ primes is $\ln p_n$. I would like to know the density of consecutive prime pairs whose gap is less than the average gap ...
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### Distance metric between two sample distributions (histograms)

Context: I want to compare the sample probability distributions (PDFs) of two datasets (generated from a dynamical system). These datasets depend on a set of parameters, and I want a concise way to ...
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### Differentiating an integral that grows like log asymptotically

Suppose I have a continuous function $f(x)$ that is non-increasing and always stays between $0$ and $1$, and it is known that $$\int_0^t f(x) dx = \log t + o(\log t), \qquad t \to \infty.$$ ...
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### Lower bounds on Kullback-Leibler divergence

This was originally a question on Cross Validated. Are there any (nontrivial) lower bounds on the Kullback-Leibler divergence $KL(f\Vert g)$ between two measures / densities? Informally, I am ...
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### Gaussian distributions as fixed points in Some distribution space

I'm taking a course on topology and probabily. Today, the professor remarked something along the lines of: If you look at the space of probability distributions with $0$ mean and variance $1$, ...
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### Are there known expressions for total variation distance between $N(0,\sigma_1^2)$ and $N(0,\sigma^2)$

Are known expressions for total variation distance between $N(0,\sigma^2)$ and $N(0,\sigma^2+\epsilon)$ for small $\epsilon$? The only thing I seem to find is things are expression about the mean but ...
I have a sequence $\{X_n\}$ of random variables supported on the real line, as well as a normally distributed random variable $X$ (whose mean and variance are known but irrelevant). I know that the ...