Let $Y_1, \cdots, Y_r$ be independent random variables, each uniformly distributed on $\mathscr{M} = \{1,2, \cdots, M\}$. It is shown that at most $N = 1 + M + \cdots ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Description: Engineering applications of probability theory. Problems on events, independence, random variables, distribution and density functions, expectations, and ...
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