OurBigBook About$ Donate
 Sign in Sign up

Size-biased distribution

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Renewal process Renewal interval containing a fixed time
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For a nonnegative random variable X with 0<EX<∞, its size-biased version X is defined by
Eh(X)=EXE[Xh(X)]​
(1)
for bounded measurable h. If X has density f, then X has density xf(x)/EX.

 Ancestors (7)

  1. Renewal interval containing a fixed time
  2. Renewal process
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Incoming links (3)

  • Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 29 / 1 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2022 / ii / Paper 3 / 27J / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2025 / ii / Paper 3 / 27L / b / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook