- June 4th, 2010, 7:44 am
- Forum: Forum and Website Bugs and Suggestions
- Topic: Delete account
- Replies:
**1** - Views:
**27319**

How to do this?

- January 31st, 2009, 8:55 am
- Forum: Student Forum
- Topic: simple integration question
- Replies:
**6** - Views:
**43380**

QuoteOriginally posted by: RDKthe lebesgue differentiation theorem can be used for a one line proof. are you looking to do it with your bare hands?i was hoping for a bare-hands proof. i've seen it before.but, yah, the differentiation theorem would be the quick answer.

- January 30th, 2009, 7:21 pm
- Forum: Student Forum
- Topic: simple integration question
- Replies:
**6** - Views:
**43380**

QuoteOriginally posted by: CuchulainnIs this well-defined problem?? If integral(f) == 0?You're right, it should read:If integral(f)==0, then etc.

- January 30th, 2009, 4:09 pm
- Forum: Student Forum
- Topic: simple integration question
- Replies:
**0** - Views:
**42632**

how do you prove this? i've seen it before, can't think of the trick right now.

- January 30th, 2009, 4:08 pm
- Forum: Student Forum
- Topic: simple integration question
- Replies:
**6** - Views:
**43380**

how do you prove this? i've seen it before, can't think of the trick right now.

- January 25th, 2009, 2:54 pm
- Forum: Student Forum
- Topic: nonparametrics
- Replies:
**1** - Views:
**43554**

what does quant finance think about nonparametric methods?they seem of great interest to some academics. can they gain popularity in application? or are finite-parameter models generally be more reliable and worth the effort?

- December 19th, 2008, 8:04 am
- Forum: Student Forum
- Topic: GRE math subject test
- Replies:
**7** - Views:
**50134**

<t>QuoteOriginally posted by: Madison209I took the Math GRE in November and am expecting results in the mail soon. I'm applying to top-tier PhD programs, so naturally I have the same question- what kind of Math GRE score is needed. Looks like there might be some confusion between the quant. section ...

- December 18th, 2008, 3:02 pm
- Forum: Student Forum
- Topic: GRE math subject test
- Replies:
**7** - Views:
**50134**

QuoteOriginally posted by: chartreuseyou should probably get at least a 780, nothing lower, and even that is not too impressive. Best thing is to just get a perfect score.so roughly 48 questions out of 66, or 83-rd percentile.a perfect score seems very tricky!

- December 16th, 2008, 2:42 pm
- Forum: Student Forum
- Topic: GRE math subject test
- Replies:
**7** - Views:
**50134**

What kind of a GRE math subject test score is needed for admission to a top-tier PhD stats program in the States? (Princeton ORFE, Stanford, Berkeley, Chicago)Schools seem quite secretive about the average score of their acceptees.

- December 5th, 2008, 8:06 am
- Forum: Student Forum
- Topic: Brownian Motion Hitting Time
- Replies:
**13** - Views:
**49553**

<t>QuoteOriginally posted by: listi do not have any objections. i thought that the original question was : we have a wiener process starting at t=0 from x=0. there is a moving point a + bt. but when cstepper wrote T(a,b) it looks that a and b are fixed?ana's formula might be for the fixed points a,b...

- December 4th, 2008, 10:02 pm
- Forum: Student Forum
- Topic: Brownian Motion Hitting Time
- Replies:
**13** - Views:
**49553**

QuoteOriginally posted by: listDoes expected value of exponent contains the same 'a' as one sees on your name? Your martingale does not depend on 'a'...The "a" enters when you stop the process at time t=tau (hitting time of "a" or "b").sigma=lambda

- December 4th, 2008, 9:55 pm
- Forum: Student Forum
- Topic: Brownian Motion Hitting Time
- Replies:
**13** - Views:
**49553**

Switch a and b too! I have your coefficients reversed.For all finite sets of points in time t_1, ... , t_n you have multinormal density. For the process as a whole there is no analogue object that you can calculate with under the integral.

- December 4th, 2008, 9:41 pm
- Forum: Student Forum
- Topic: Brownian Motion Hitting Time
- Replies:
**13** - Views:
**49553**

This is a famous exercise.The trick is to use optional sampling on the martingaleto calculate.This gives you the concentration inequality you need to calculate

- November 28th, 2008, 4:59 pm
- Forum: Student Forum
- Topic: Stats courses
- Replies:
**2** - Views:
**45599**

Depends on what you want to learn and what you want to apply it to.But for multivariate methods I advise you use another book ... for instance Mardia.

- November 28th, 2008, 4:54 pm
- Forum: Student Forum
- Topic: conditional expectation and characteristic function?
- Replies:
**9** - Views:
**47691**

<t>QuoteOriginally posted by: listFrom the original equality follows that in case if X has a density then Fourier transform of the conditional density equal to the Fourier transform unconditional density of X. If the density admits inverse transform you arrive at the equality that unconditional and ...

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