58 Generate a random variable with a defined correlation to an existing variable(s) 2011-08-31T09:18:37.217

53 What is meant by a "random variable"? 2010-07-19T19:37:31.873

47 Convergence in probability vs. almost sure convergence 2010-08-31T03:57:21.193

44 Why does the correlation coefficient between X and X-Y random variables tend to be 0.7 2013-03-06T10:58:36.677

41 How is the minimum of a set of random variables distributed? 2010-07-20T05:23:04.163

35 How can I efficiently model the sum of Bernoulli random variables? 2010-12-10T11:06:05.337

34 Intuitive explanation for density of transformed variable? 2011-08-18T18:42:22.570

31 Variance on the sum of predicted values from a mixed effect model on a timeseries 2011-05-18T14:59:03.320

29 Variance of product of multiple random variables 2013-03-18T23:41:09.307

29 If X and Y are uncorrelated, are X^2 and Y also uncorrelated? 2017-09-09T11:22:00.550

28 Variance of a function of one random variable 2010-12-28T14:13:16.227

28 What are i.i.d. random variables? 2011-02-07T13:59:06.877

24 How does one measure the non-uniformity of a distribution? 2012-04-04T09:00:33.637

22 Inverting the Fourier Transform for a Fisher distribution 2013-12-19T23:31:20.407

22 Difference of two i.i.d. lognormal random variables 2015-05-18T14:43:34.847

21 Generate random correlated data between a binary and a continuous variable 2011-07-10T08:25:40.963

20 Why are random variables defined as functions? 2011-05-13T22:24:15.883

20 What is the distribution of the ratio of two Poisson random variables? 2011-05-18T19:36:32.787

19 Simple examples of uncorrelated but not independent $X$ and $Y$ 2014-02-04T06:58:24.960

19 Expected value of waiting time for the first of the two buses running every 10 and 15 minutes 2017-09-26T23:41:56.930

18 What is the best way to visualize relationship between discrete and continuous variables? 2013-06-04T15:01:41.857

18 sum of noncentral Chi-square random variables 2013-08-16T02:32:52.183

17 Uniform random variable as sum of two random variables 2014-11-24T23:39:21.747

17 Expectation of a product of $n$ dependent random variables when $n\to\infty$ 2015-12-03T05:27:27.750

17 Why did statisticians define random matrices? 2016-11-03T18:18:54.730

16 What is the community's take on the Fourth Quadrant? 2010-09-20T18:57:24.617

16 Functions of Independent Random Variables 2014-04-23T14:39:15.600

16 What's the distribution of $(a-d)^2+4bc$, where $a,b,c,d$ are uniform distributions? 2015-03-30T23:35:36.343

16 Independent variable = Random variable? 2016-11-15T12:19:38.123

15 Notation conventions for random variables and their distributions 2011-10-11T18:51:00.120

15 pdf of the product of two independent random variables, normal and chi-square 2012-12-13T16:58:19.987

15 Expected value and variance of log(a) 2013-04-30T15:42:55.540

15 Is "test statistic" a value or a random variable? 2014-02-04T18:14:02.953

15 Why is a "negative binomial" random variable called that? 2015-08-27T23:00:33.500

15 For i.i.d. random varianbles $X$, $Y$, can $X-Y$ be uniform [0,1]? 2016-08-11T11:44:14.943

14 Correlation of log-normal random variables 2011-02-03T18:14:11.723

14 How can stochastic gradient descent avoid the problem of a local minimum? 2014-03-21T14:32:03.470

14 MSE decomposition to Variance and Bias Squared 2014-11-09T19:28:07.070

14 simulating random samples with a given MLE 2016-11-01T09:41:00.227

14 What does it mean to make the sample size a random variable? 2017-01-17T03:45:53.143

14 Generating correlated binomial random variables 2017-06-12T19:23:36.260

13 Testing random variate generation algorithms 2010-07-19T19:28:34.220

13 Calculating required sample size, precision of variance estimate? 2011-02-09T00:48:49.097

12 Unbiased estimator for the smaller of two random variables 2011-03-07T23:15:04.000

12 Are the random variables $X$ and $f(X)$ dependent? 2011-10-01T13:48:35.283

12 Variance of product of k correlated random variables 2013-05-30T06:13:27.517

12 Can anyone clarify the concept of a "sum of random variables" 2014-05-01T19:18:29.467

12 Regarding convergence in probability 2015-04-07T17:32:24.973

12 Is Slutsky's theorem still valid when two sequences both converge to a non-degenerate random variable? 2015-12-16T08:21:37.427

12 How can we get a normal distribution as $n \to \infty$ if the range of values of our random variable is bounded? 2016-07-17T23:54:33.903

12 Why is $x + x = 2x$, but $X + X \neq 2X$? 2016-09-19T05:33:25.093

12 I've heard that ratios or inverses of random variables often are problematic, in not having expectations. Why is that? 2017-08-25T09:50:09.603

11 How to generate random auto correlated binary time series data? 2011-08-12T08:53:09.287

11 Probability that a continuous random variable assumes a fixed point 2013-11-05T23:21:57.263

11 How to calculate the expected value of a standard normal distribution? 2015-10-13T08:13:43.380

11 $(2Y-1)\sqrt X\sim\mathcal N(0,1)$ when $X\sim\chi^2_{n-1}$ and $Y\sim\text{Beta}\left(\frac{n}{2}-1,\frac{n}{2}-1\right)$ independently 2018-02-08T11:37:49.293

10 Pseudo-random number generation algorithms 2010-07-19T19:32:47.750

10 A transform to change skew without affecting kurtosis? 2010-09-04T23:00:04.117

10 Variance of two weighted random variables 2010-12-12T03:21:44.353

10 Can somebody illustrate how there can be dependence and zero covariance? 2012-06-09T20:24:34.073

10 What is the link between methods such as matching and statistically controlling for variables? 2012-11-09T21:34:38.730

10 Measure the uniformity of a distribution over weekdays 2015-10-22T14:59:53.180

10 Prove/Disprove $E[1_A | \mathscr{F_t}] = 0 ~\text{or} ~ 1 \ \Rightarrow E[1_A | \mathscr{F_{s}}] = E[1_A | \mathscr{F_t}]$ 2015-11-04T01:22:37.493

10 Correlation between sine and cosine 2016-07-16T16:06:29.770

9 How to parameterize the ratio of two normally distributed variables, or the inverse of one? 2010-10-15T16:45:49.320

9 How to model the sum of Bernoulli random variables for dependent data? 2011-07-04T10:30:39.660

9 How to generate random categorical data? 2011-08-11T15:24:38.530

9 How to find marginal distribution from joint distribution with multi-variable dependence? 2013-01-22T22:59:29.357

9 Conditional expectation of exponential random variable 2013-01-25T09:42:29.490

9 Sum of Products of Rademacher random variables 2013-07-09T06:21:14.860

9 Probability distribution of functions of random variables? 2014-05-12T20:29:55.500

9 pdf of a product of two independent Uniform random variables 2015-01-25T18:40:10.223

9 Parameters vs latent variables 2015-02-24T17:48:33.350

9 If $X_1,X_2$ are independent beta then show $\sqrt{X_1X_2}$ is also beta 2015-03-22T18:20:21.147

9 What does it mean if the median or average of sums is greater than sum of those of addends? 2015-03-29T17:30:49.737

9 Halving a discrete random variable? 2015-10-18T14:48:13.590

9 Is the sum of a large number of independent Cauchy random variables Normal? 2016-05-20T18:35:59.057

9 What is a sample of a random variable? 2016-10-07T20:49:06.457

9 What is the probability distribution of this random sum of non-iid Bernoulli variables? 2017-05-11T08:29:35.987

9 Does $\mathbb{Cov} \left(f(X),Y\right) = 0 \; \forall \; f(.)$ imply independence of $X$ and $Y$? 2017-10-22T13:56:41.250

9 When can I not replace a random variable with its mean? 2017-10-24T21:14:03.127

9 What is it meant with the $\sigma$-algebra generated by a random variable? 2017-11-07T15:45:41.753

8 Expectation of product of Gaussian random variables 2010-12-12T12:11:28.810

8 How to define a distribution such that draws from it correlate with a draw from another pre-specified distribution? 2011-07-22T16:11:51.297

8 Distribution of the difference of two independent uniform variables, truncated at 0 2011-11-09T17:39:00.423

8 Covariance of transformed random variables 2013-01-03T07:20:49.083

8 Expectation of Quotient of Sums of IID Random Variables (Cambridge University worksheet) 2013-10-30T17:07:39.457

8 Linear transformation of a random variable by a tall rectangular matrix 2015-01-26T05:01:09.560

8 Relation between sum of Gaussian RVs and Gaussian Mixture 2015-04-17T13:16:13.673

8 Statistical test for one paired observation 2015-09-25T10:31:24.000

8 X,Y univariate random variable with $F_{X,Y}(x,y)=G_1(x)G_2(y)$: are they independent? 2015-10-14T21:45:27.723

8 Distribution of $XY$ if $X \sim$ Beta$(1,K-1)$ and $Y \sim$ chi-squared with $2K$ degrees 2015-11-25T16:11:53.703

8 Expected value of iid random variables 2015-12-11T12:12:12.120

8 Finite $k$th moment for a random vector 2016-09-08T19:38:13.093

8 Prove that $E(X^n)^{1/n}$ is non-decreasing for non-negative random variables 2016-11-04T15:33:53.667

8 "Absolutely continuous random variable" vs. "Continuous random variable"? 2017-08-16T19:12:51.047

8 What is the expectation of a random variable divided by an average $E\left[\frac{X_i}{\bar{X}}\right]$? 2017-10-14T18:41:32.953

8 Showing $\frac{2X}{1-X^2}$ is standard Cauchy when $X$ is standard Cauchy 2017-12-17T13:42:35.703

8 What is the intuitive meaning behind plugging a random variable into its own pdf or cdf? 2018-02-27T19:01:45.333