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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.

6 votes

Probability that biggest area stays greater than 1/2 in a unit square cut by random lines

This is really a comment to ChristianRemling that requires a figure, so please don't down-vote it. If "all lines connect the same two adjacent edges" (as you write), then the probability a region o …
David G. Stork's user avatar
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Choosing a sample based on where the density function is highest

If your $k$ samples are taken with replacement, then your method is a Bootstrap estimate of the mode. In the limit of a large number of such samples, the Bootstrap estimate coincides with the true mo …
David G. Stork's user avatar