All Questions
Tagged with taylor-series pr.probability
5 questions with no upvoted or accepted answers
3
votes
0
answers
176
views
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^...
2
votes
0
answers
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 $f_i(t) = \frac{t^{\alpha_i-1} e^{-\frac{x}{\beta}}}{\Gamma(\alpha) \beta^{\alpha}}$....
1
vote
0
answers
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}...
0
votes
0
answers
116
views
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 ...
0
votes
0
answers
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 ...