Understanding the Concept of Conditional Expectation
A elementary conditional expectations such as $E[X \mid Y=2]$ are numbers. If we consider $E[X \mid Y=y]$, it is a number that depends on $y$. So it is a fu...
A elementary conditional expectations such as $E[X \mid Y=2]$ are numbers. If we consider $E[X \mid Y=y]$, it is a number that depends on $y$. So it is a fu...
A filtration on $(\Omega, \mathcal{A}, \mathbb{P})$ is an increasing sequence $\left(\mathcal{F}n\right){n \in \mathbb{Z}_{+}}$of sub- $\sigma$-fields of ...
通过计算机程序模拟生成服从均匀分布非常容易,但我们更常使用的是正态分布随机数。Box-Muller变换可以高效地利用均匀分布随机数生成正态分布随机数。
令人惊讶的是,在Jekyll或其他任何静态博客中,Markdown这一排版工具与LaTex数学公式从来都是不合适的一对儿。
四阶矩强大数定律虽然对“有限$4$阶矩”的条件作了限制,但并没有假设$\left(X_n\right)$序列的同分布, 而且这个很好的结论并不需要复杂的证明.