Skip to main content
Back to top
Ctrl
+
K
Tong Xiao Blogs
Brainteasers
Expected rolls to get n consecutive Heads
Joint Normality
Sum of Dice
Two Normal Comparison
Two Uniform Comparison
Conditional Expectation
Best Travel Strategy
Poker
Hopping Rabbit Problem
This is to show how to reference stuff
Monte Carlo
Importance Sampling
State-Space Model
Kalman filter
Volatility under SSM
Variational auto-encoder
Conditional VAE
PCA
PCA Intro
PCA on yield curve
.ipynb
.pdf
Two Normal Comparison
Two Normal Comparison
#
Given X1 ~ N(0, 1), X2 ~ N(0, 3)
p(X1 > X2)?
what about p(X1 > X2 | X2 > 0)
