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2 votes
0 answers
31 views

Complex parameterizations of real-valued distributions

Suppose we have some random variable $X$ that takes values in $\mathbb{R}^n$, parameterized by $\theta \in \Theta$ where the parameter space $\Theta$ is finite-dimensional. In almost all statistical ...
Randy Savage's user avatar
1 vote
0 answers
17 views

Probability of a number being a bound for roots

.Consider the polynomial $p(z)=\sum_0^na_iz^k$ where $a_n=1$ and $a_k \sim N(0,1)$, $k=0,1,2,\dotsc,n-1.$ What is the probability that 2 will be a bound of the roots of the polynomial? How can we find ...
AgnostMystic's user avatar
2 votes
1 answer
498 views

How to formally define a probability distributions over complex random variables?

Would that be just a probability over a bivariate real random variable, one representing the real part and another representing the imaginary part? How can I formally take moments of the complex ...
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