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3 votes
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What is the meaning of big-O of a random variable?

I encountered this problem in a book "Pattern Recognition and Machine Learning" by Christopher M. Bishop. I excerpt it below: screenshot of the book In the excerpt, the big-O notation $O(\xi^...
zzzhhh's user avatar
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2 votes
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52 views

A certain expectation of a function of independent gammas

Suppose that $Y_1...,Y_n$ are independant gamma random variables: $Y_i \sim \Gamma(\alpha_i,\beta_i)$, with density $f_i(t) = \frac{t^{\alpha_i-1} e^{-\frac{x}{\beta}}}{\Gamma(\alpha) \beta^{\alpha}}$....
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1 vote
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160 views

Lower bound for variance of ratio of dependent random variables

I'm trying to find a lower bound on $\text{Var}(X / Y)$ for dependent random variables $X, Y \in [0, 1]$ with $X \leq Y$. More specifically, $X$ and $Y$ are defined as follows: Let $h, n \in \mathbb{N}...
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Finding a square integrable dominating function for function class

problem statement For any $x \in R^d$, consider the function $$\phi(x,a) = \min_{1\leq j \leq k} \|x-a_j\|^2,$$ where $a = (a_1, \dots, a_k) \in R^{kd}$ and $\| \cdot \|$ is the $L_p$ norm for any $p ...
ato_42's user avatar
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268 views

Taylor series expansion of quantile function

Suppose $Y$ and $Z$ two random variables, $\lambda \in \mathbb{R} $. We note $F^{-1}_{Y}(\alpha)$ the quantile function of the variable $Y$ at the quantile level $\alpha \in (0,1)$. Do you have any ...
NN2's user avatar
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