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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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Asymptotic distribution of a specific ML estimator

Consider a random independent sample of size $n$ from a distribution defined by the following probability density function$$f(x)=\frac{3}{4\theta}\cdot\left(1-\frac{x^2}{\theta ^2}\right)$$ when $-\th …
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14 votes
1 answer
810 views

Large-n limit of the distribution of the normalized sum of Cauchy random variables

What is the large-n limit of a distribution of the following sample statistic:$$x\equiv\displaystyle\frac{\sum^{n}X_{i}}{\,\sqrt{\,\sum^{n}X_{i}^{2}\,}\,}$$ when sampling the Cauchy(0,1) distribution? …
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1 vote
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Computing probability of ultimate absorption in B&D processes

Consider a B&D process with infinitely many states, State 0 absorbing. Probability of ultimate absorption when starting in State $n$ (denoted $a_n$) is computed by solving $$a_n=\frac{\lambda_na_{n+1} …
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