Probability Fact
@ProbFact
Daily tweets on probability from @JohnDCook.
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The expected number of cycles in a random permutation of n items is the nth harmonic number, asymptotically log n.
The intuition behind martingales and solving problems with them codeforces.com/blog/entry/110…
It is the so-called 'normal' distribution that is abnormal in the sense that it has many unique properties not possessed by any other. -- E. T. Jaynes
When is correlation transitive? terrytao.wordpress.com/2014/06/05/whe…
Identifying people from supposedly anonymous data johndcook.com/blog/2018/12/0…
The maximum of a finite set of iid Gumbel random variables has a Gumbel distribution.
Let V(n) be the number of distinct points visited by a random walk on Z². V(n) approaches πn/log n asymptotically.
What does it mean to call noise white, pink, gray, etc? johndcook.com/blog/2015/12/0…
“When you have eliminated the impossible, whatever remains is often more improbable than your having made a mistake in one of your impossibility proofs.” -- Steven Kass
A random variable is a measurable function on a probability space.
Computing normal probabilities with a simple calculator johndcook.com/blog/2021/03/1…
“If the numbers are not random, they are at least higgledy-piggledy.” — RNG researcher George Marsaglia
A probability space is a measure space such that the measure of the whole space is 1.
The problem w/ trying to achieve reliability w/ multiple software implementations: they're not independent.
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