Recent content by bioman

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    Variance and goodness of fit tests

    Ok, perhaps I wasn't too clear. My data comes from a model, which says in theory that data should follow an exponential distribution with mean \mu. So I'm simply just trying to assess goodness of fit of the data to an exponential distribution with mean \mu. Plotting the data (histogram) and...
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    Variance and goodness of fit tests

    I'm trying to see how well my data fit a certain probability distribution (an exponential distribution) and I basically want to know how reliable is it to compare the the theoretical variance of the distribution and the variance of the data, to assess the goodness of fit of data to a...
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    How to Calculate E(XY) for Random Variables X and Y?

    Ok thanks for that, I'll have a look into it. Also I was thinking maybe I could do it the following way, but I'm not sure my "random variable algebra" is correct: So again suppose I need to calculate E(XY), where E(X) = aE(Y), where the constant a <= 1. We have E(X|Y) = aY => E(YX|Y)...
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    How to Calculate E(XY) for Random Variables X and Y?

    No unfortunately I'm unable to get the distribution of XY (if that's what you were talking about). I just have the mean and variance of X and Y to play with and the constant a. So when you say Is there a general formulae for calculating E(XY) for dependent variables?? I could only find a...
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    How to Calculate E(XY) for Random Variables X and Y?

    What more information would I need to calculate this? For example, I know what the E(Y) and Var(Y) is going to be, I also know what the constant a is going to be. So I know what the mean and variance of X and Y are going to be and the constant a, so what more information do I need to get...
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    How to Calculate E(XY) for Random Variables X and Y?

    Yes, you're right I've stated the problem wrong! I can restate in another, much easier way. So basically I need to calculate E(XY), where E(X) = aE(Y), where the constant a is less than 1. So any ideas on how to go about calculating E(XY)?? Any help or directions would be great!
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    How to Calculate E(XY) for Random Variables X and Y?

    I have two random variables X and Y, and I need to calculate E(XY). The expectation of X, E(X) = aZ, and the expectation of Y, E(Y) = bZ, where a and b are known constants and Z is a random variable. So the question is how would I calculate E(XY)? I was thinking that I could do the...
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    Deriving probability distributions

    I'm slightly confused about the answer that's given here. I needed to find the distribution of X|\alpha, where X|\alpha is distributed as a Gamma, \Gamma(\alpha,\beta), and \alpha is distributed as Bin(n,p). The answer was to the (marginal) distribution of X, you sum over to get...
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    Deriving probability distributions

    Thanks for the help ZioX, much appreciated! I had a feeling I wasn't doing it right... but I'm not too sure I fully understand what you're doing. I think I get the gist of what you're doing, but just getting a bit bogged down with the mathematical notation you're using. So firstly I presume...
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    Deriving probability distributions

    Suppose I had a random variable, X, that followed a Gamma distribution. A Gamma distribution can be defined as \Gamma(\alpha,\beta) , where \alpha and \beta are the 'scale' and 'shape' parameters. Now suppose if \alpha was a random variable, say following a binomial distribution, how would...
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