book: Estimation with Applications to Tracking and Navigation (Hardcover)
by Yaakov Bar-Shalom, X. Rong Li, Thiagalingam Kirubarajan, chapter 2.6.3 The variance of the sample mean and sample varinace, page 106. I assume I cannot put the copy of that page because of the copyright. The derivation...
It reminded me about the Buffon's Needle Problem: "Buffon's needle problem asks to find the probability that a needle of length l will land on a line, given a floor with equally spaced parallel lines a distance d apart. The problem was first posed by the French naturalist Buffon Eric Weisstein's...
the Chapman-Kolmogorov equation
p(\mathbf{x}_{k}|\mathbf{z}_{1:k-1})= \int
p(\mathbf{x}_{k}|\mathbf{x}_{k-1})p(\mathbf{x}_{k-1}|\mathbf{z}_{1:k-1})d\mathbf{x}_{k-1}as an example, from "A Tutorial on Particle Filters for On-line Non-linear/Non-Gaussian Bayesian Tracking (2001)"