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Results tagged with st.statistics
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user 41782
Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.
1
vote
Third order central moment of a positive linear combination of log-normal random variables
OP asks:
What is the sign (+tive/-tive) of the third order central moment of a positive linear combination of log-normal random variables`
Let $Z = a X + b Y$. Then, for any random variables $ …
- 469
2
votes
Bound on probabilities of the sum of uniform order statistics
(More a comment that is too long for the comment box) ... Given a sample of size $n$ from a standard Uniform parent, one can show, by induction or otherwise, that the joint pdf of the first $k$ order …
- 469