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September 22, 2011

Pareto tail

Below is more general Pareto characterization of the left tail of a random variable.

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Two of the new parameters come from the affine transformation (shift and scale), while the theta represents the parameter of the Bernoulli mixing variable.

conditioning and regression

I posted my discussion notes from out case about conditional expectation, including the observation about the connection with OLS regression.

September 13, 2011

A different format of the link below

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September 11, 2011

second try for embedded PDF...

The image from the link below

September 9, 2011

hint for demonstration on mixtures

fall1-21

September 7, 2011

Welcome to John's class blog

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