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Results tagged with pr.probability
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user 105908
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
2
votes
What is the probability distribution of the $k$th largest coordinate chosen over a simplex?
It turns out that Kaban-5's answer (which is excellent) can be extended into analytical density for the lowest element of a uniformly distributed simplex, which we can extend to densities of $j$-th lo …
- 266
0
votes
Asymptotic distribution of the extreme, standardized order statistics of uniform distribution?
A possible approach. Note that $U_{1,n}, \ldots, U_{n,n}$ is jointly uniformly distributed over the set $\left\{\mathbf{x} \in [0, 1]^n: 0 \le x_1 \le x_2 \le \cdots \le x_n \lt 1 \right\}|$ (proof)
D …
- 266
0
votes
Probability distribution on Python-dictionary-like objects?
Expanding on @user76284's comment.
Assume that $K$ is the set of possible keys (it seems you assume $K = \{1, \dots, n\}$ for some $n$) and assume $V$ is the set of possible values for each key (you s …
- 266
1
vote
Accepted
Optimization over Poisson-binomial distributions
Partial answer to Q2:
If the only reason to avoid Poisson-binomial is the combinatorics, its PDF and CDF can typically be well approximated in linear time with the saddlepoint approximation - the deri …
- 266