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One probability fact per day M-F from @JohnDCook. See link for similar Twitter streams.
613 Posts by probfact
613 Posts by probfact
How to test a random number generator — The Endeavour
johndcook.com/blog/2010/12/06/how-to-test-a-random-number-generator-2/Random inequalities VIII: folded normals — The Endeavour
johndcook.com/blog/2009/07/13/random-inequalities-folded-normal/
The 'folded normal' distribution is the distribution on the absolute value of a normal random variable
Achievement is not normal — The Endeavour
johndcook.com/blog/2009/09/29/achievement-is-log-normal/
The product of two normal random variables sometimes has an approximately normal distribution
Student-t as a mixture of normals — The Endeavour
johndcook.com/blog/2009/10/30/student-t-mixture-normals/
You can write a Student-t distribution as a continuous mixture of normal distributions
Achievement is not normal — The Endeavour
johndcook.com/blog/2009/09/29/achievement-is-log-normal/
The product of two log-normal random variables has a log-normal distribution
Two Hamiltonian Monte Carlo papers
radfordneal.wordpress.com/2012/05/21/two-hamiltonian-monte-carlo-papers/Sleeping Beauty Probability Problem via
wmbriggs.com/blog/?p=5308Normal tail probability bounds — The Endeavour
johndcook.com/blog/2009/10/22/normal-tail-probability-bounds/
The CDF of a normal distribution has upper and lower bounds that look like the normal PDF
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