• 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.)