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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

4 votes
2 answers
366 views

Distribution of largest entry in a random vector

If we have a random unit vector on $\mathbb{C}^n$, drawn from the Fubini-Study metric, the marginal distribution of the squared absolute values of each of the coefficients in the vector is given by a …