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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

0 votes

Methods for choosing a result from a multiple output node Neural Network

Design a loss function, that is write down the cost of each type of error made by the classifier. Then choose a rule that minimizes the expected loss. For example, you can add more penalty for incorr …
Arkadiusz Paterek's user avatar
8 votes

What is the probability distribution function for the product of two correlated Gaussian ran...

It seems that no closed-form expression is known for the correlated case. For the uncorrelated case $\rho=0$ the distribution of XY is $\frac{1}{\pi \sigma_x \sigma_y}K_0(\frac{|u|}{\sigma_x \sigma_y …
Arkadiusz Paterek's user avatar
2 votes
1 answer
554 views

Which iid variables give a normal variable, when multiplied?

Hello, I hope you'll find my riddle interesting. Z = XY Z ~ N(0, 1) X, Y are iid random variables (independent, identically distributed). We assume X and Y are symmetric. What is the distribution of …
Arkadiusz Paterek's user avatar