This paper establishes expectation and variance asymptotics for statistics of the Poisson-Voronoi approximation of general sets, as the underlying intensity of the Poisson point process tends to ...

We prove that for continuous stochastic processes S based on (Ω F P) for which there is an equivalent martingale measure Q0 with square-integrable density d Q0/ d P, we have that the so-called ...

Explain why probability is important to statistics and data science. See the relationship between conditional and independent events in a statistical experiment. Calculate the expectation and variance ...

The least absolute shrinkage and selection operator (Lasso) estimation of regression coefficients can be expressed as Bayesian posterior mode estimation of the regression coefficients under various ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...