Skip to main content
Xi'an ні війні's user avatar
Xi'an ні війні's user avatar
Xi'an ні війні's user avatar
Xi'an ні війні
  • Member for 9 years, 11 months
  • Last seen more than a week ago
comment
minimum of different independent Poisson random variables
Isn't there a confusion between min and max in this reply? The cdf of the max is the product of the cdfs, while the cdf of the min is the complement of the product of the complements of the cdfs, $(1-F)$.
awarded
comment
Conjugate prior of the Dirichlet distribution?
@GeorgePapandreou: there is a typo in the reply. The actualisation should be$$v_N[t] = v_0[t] + \sum_{n=1}^N \ln \theta_n[t]$$not$$v_N[t] = v_0[t] - \sum_{n=1}^N \ln \theta_n[t]$$This confused a reader on Cross validated.
comment
Expectation of logarithmic of a Laplace random varible
You are not computing the expectation of $\ln(Y+\alpha)$ but of $\ln(Y+\alpha)\mathbb{I}(Y>-\alpha)$.
awarded
awarded