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mike
  • Member for 11 years, 2 months
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Deconvolution of sum of two random variables
you have an identification issue since if e.g. X,Y normal mean 0 the result is normal, mean 0 variance $\sigma^2( 1 + c^2)$, so more than 1 $c, \sigma$ pair can correspond to the dist. of Z.
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Question about infinite-dimensional BM
the sup gives independent exponential r.v.'s with known parameters
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"Smallest" event such that probability greater than a given value
I think it's the neyman-pearson lemma, mutatis mutandis