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Lower(-Bound) Your Expectations
We take a closer look at Jensen's inequality and offer a proof of it, before looking at two applications of it: in deriving the AM-GM inequality and in proving the Rao-Blackwell theorem. -
Inverting the Poisson Process to Find... the Poisson Process
We consider an implication of the traditional Poisson process, and use it to define a new stochastic process; we then show that this new process is equivalent to the Poisson process itself. -
Hello World!
Why I started a blog. (Again.)