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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.

13 votes
5 answers
71k views

How do I convert a uniform value in [0,1) to a standard normal (Gaussian) distribution value?

I have uniform value in [0,1). I'd like to transform it into a standard normal distribution value, in a deterministic fashion. What I'm confused about with the Box-Muller transform is that it takes t …
4 votes
3 answers
4k views

Range of binomial probability, given a certain number of observations?

Let's say I am given $n$ flips of a coin, $k$ of which are heads. These are iid flips. Can I say, with probability $p > 1/2$, that the true probability of heads is in range $[p_1, p_2]$ ? What is tha …