Recent content by BGM

  1. BGM

    Combining Random Variables

    I guess the expected value and variance you quote is obtained by summing the two random variables, but what you are doing is mixing the two random variable to get a mixture. So they are not the same thing.
  2. BGM

    Density probability function considering a subinterval which have different probabilities

    So in general when you calculating the probability that a continuous random variable falls into the range (a, b), with a given CDF you simply calculate F(b) - F(a); if only pdf is given you need to integrate the pdf from a to b. Some distribution like normal has no closed-form expression for the...
  3. BGM

    Density probability function considering a subinterval which have different probabilities

    1. Note the unit of the time X in your model is in hour (in a day) - so X ~ Uniform(16, 18) and now you are asking for the probability with in a 15 mins time interval, so 15 mins / 2 hrs = 1/8 (Since the density is rectangular and the area of the rectangle is proportional to the base for the...
  4. BGM

    Generalised Lambda Distribution

    Just the first google result: https://www.rmetrics.org/sites/default/files/2012-05-generalizedLambda.pdf