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djalil.chafai.net | ||
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almostsuremath.com
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| | | | | I start these notes on stochastic calculus with the definition of a continuous time stochastic process. Very simply, a stochastic process is a collection of random variables $latex {\{X_t\}_{t\ge 0}}&fg=000000$ defined on a probability space $latex {(\Omega,\mathcal{F},{\mathbb P})}&fg=000000$. That is, for each time $latex {t\ge 0}&fg=000000$, $latex {\omega\mapsto X_t(\omega)}&fg=000000$ is a measurable function from $latex... | |
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aakinshin.net
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| | | | | I have already discussed the concept of the quantile absolute deviation in several previous posts. In this post, we derive the equation for the relative statistical efficiency of the quantile absolute deviation against the standard deviation under the norma... | |
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ergodicity.net
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| | | | | Update: thanks to Yihong Wu for pointing out a typo in the statement of the result, which then took me months to get around to fixing. I came across this paper in the Annals of Probability: Mean absolute deviations of sample means and minimally concentrated binomials Lutz Mattner It contains the following cute lemma, which... | |
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minireference.com
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| | | [AI summary] The author critiques the outdated, formula-heavy introductory statistics curriculum and outlines a plan for a new textbook that prioritizes practical skills, randomization methods, and a deeper conceptual understanding over rote memorization of analytical approximations. | ||
