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Results tagged with pr.probability
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user 88565
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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variance of log of ratio of chi-square variables
Let X be a chi-square variable with two degrees of freedom.
Let A and B be to arbitrary constants, with $A>B>0$.
I need the variance of
$Y=\log(1+AX)-\log(1+BX).$
The mean is, maybe not simple, but …
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