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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 …
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 …
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 …