Recent content by dabd

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    Fast algorithm to find root of strictly decreasing function

    What is the fastest algorithm to find the closest root (such that the function value at that point is positive to an error but never negative, if not exactly zero) for a strictly decreasing function?
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    Minimize parameter for Least Absolute Deviation LAD

    I was just interested in the calculation not in applying it to real data. The estimate is the median of the data x1,...,xn and I wanted to see how they derived that result.
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    Minimize parameter for Least Absolute Deviation LAD

    How to compute \beta = arg min_\beta \sum_{i=1}^N {|y_i - x_i^T \beta|
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    How can I prove the property of ranks for an n x m matrix with n < m?

    I got the answer in simpler terms A^T A is symmetric, so it is positive semi-definite and by taking any \lambda > 0 the matrix A^T A + \lambda I is positive definite, hence non-singular and invertible.
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    How can I prove the property of ranks for an n x m matrix with n < m?

    That is not given. A is any n x m matrix.
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    How can I prove the property of ranks for an n x m matrix with n < m?

    if A is an n x m matrix where n < m I would like to prove that there exists some \lambda such that rank(A^T A + \lambda I) = m I know that if two of the columns of A^T A are linearly dependent, they are scalar multiples of each other and by adding some \lambda to two different positions, those...
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    Mathematica Simplify this expression with Mathematica

    By letting n=1 you eliminate the product and that is not what I meant. n is simply the upper limit of the product, i.e., 'i' goes from 1 to 'n'. Thanks.
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    Mathematica Simplify this expression with Mathematica

    Ok, so I am trying to integrate this with no success FullSimplify[ Integrate[ Product[PDF[NormalDistribution[y, \[Sigma]], Subscript[x, i]], {i, n}] PDF[NormalDistribution[\[Mu], \[Phi]], y]...
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    Conditional expectation on multiple variables

    How to compute E[X|Y1,Y2]? Assume all random variables are discrete. I tried E[X|Y1,Y2] = \sum_x{x p(x|y1,y2) but I'm not sure how to compute p(x|y1,y2] = \frac{p(x \cap y1 \cap y2)}{p(y1 \cap y2)} If it is correct, how can I simplify the expression if Y1 and Y2 are iid?
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    Can Expectations of Random Variables be Proven to Follow a Certain Pattern?

    If X is a random variable and f, g are functions is it possible to prove that: E[f(X)] > E[g(X)] \Rightarrow \exists x: f(x) > g(x)
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    Mathematica Simplify this expression with Mathematica

    I know this expression should return a Gaussian distribution but I can't get Mathematica to simplify the integral. What am I missing? \text{Simplify}\left[\frac{\text{Product}\left[\text{PDF}\left[\text{NormalDistribution}[y,\sigma...
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    Cumulative probability of HIV infection

    Yes, the number is questionable, however even assuming 99,9% effectiveness - which I think is unrealistically optimistic, - the probability is at 0.63 which is still high, and this may be surprising for most people.
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    Cumulative probability of HIV infection

    Yes, it is assuming the independence of the events. This is quite frightening news! It means that after a thousand protected encounters an individual almost surely has been infected, assuming the effectiveness of condoms is 98%. (Even if you raise it to 99% it doesn't affect the result...
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    Cumulative probability of HIV infection

    I have read that the condom effectiveness in protecting from HIV infection is around 98%. Assuming the probability of contracting HIV from a single protected encounter is 2% the probability of getting nfected after 1000 protected encounters is (I took the math from here...
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