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possiblywrong.wordpress.com | ||
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austinrochford.com
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| | | | | While preparing the first in an upcoming series of posts on multi-armed bandits, I realized that a post diving deep on a simple Monte Carlo estimate of $\pi$ would be a useful companion, so here it is | |
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poissonisfish.com
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| | | | | Someof the most fundamental functions in R, in my opinion, are those that deal with probability distributions. Whenever you compute a P-value you relyon a probability distribution, and there are many types out there. In this exercise I will cover four: Bernoulli, Binomial, Poisson, and Normal distributions. Let me begin with some theory first: Bernoulli... | |
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almostsuremath.com
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| | | | | It is quite common to consider functions of real-time stochastic process which depend on whether or not it crosses a specified barrier level K. This can involve computing expectations involving a real-valued process X of the form $latex \displaystyle V={\mathbb E}\left[f(X_T);\;\sup{}_{t\le T}X_t \ge K\right] &fg=000000$ (1) for a positive time T and function f:????. I... | |
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alanrendall.wordpress.com
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| | | In a previous post I discussed the Brouwer fixed point theorem and I mentioned the fact that it applies to any non-empty closed bounded convex subset of a Euclidean space, since a subset of this kind is homeomorphic to a closed ball in a Euclidean space. However I did not prove the latter statement. I... | ||