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September 22, 2011

Pareto tail

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


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


September 11, 2011

second try for embedded PDF...

The image from the link below

September 9, 2011

hint for demonstration on mixtures


September 7, 2011

Welcome to John's class blog

I will use this forum for annoncements, and you are welcome to use it for public feedback. I encourage you to check it often. You may want to add it to your RSS feed.