# Search results

1. ### Normal Distribution times constant

I can't seem to find anything about this on the web. If I have a random variable distributed Normally: x ~ Normal(mean,variance) is the distribution of the random variable still normal if I multiply it by a constant, and if so, how does it affect the mean and variance?
2. ### A question about the distribution of random numbers

Suppose I have two independent random variables A, and B, which are distributed Normally as follows: A: N~(MA,VA) B: N~(MB,VB) Now consider that I draw many A's and B's and arrange these randomly and pair-wise (A's next to B's). Having done that, I then identify all those values of A...
3. ### Idea (probably not new) about a metric for comparing forecast errors across settings

Hi there, I had written a large post, but was kicked off upon submitting, so I will keep this post to minimum... What are your views of the following metric for comparing the forecasts of different forecasters working in very different settings: |actual - forecast| / standard deviation...
4. ### Correlation between two normal variables ...

Suppose A ~ N (0,a), B ~ N (0,b-a), C = A + B what is the expression for the correlation between A and C?
5. ### Product Normal Distribution

Hi, Summing normal distributions is nice and easy, providing another normal distribution. But multiplying gives the Product Normal Distribution. My question is: What is the general relationship between means and variances of the normal distributions that are multiplied, and the mean and...
6. ### A question about sampling

Consider two probability distributions, A and B. A has greater variance than B, but A and B have equal means. We are not told anything about their skewness or kurtosis, these can be different for A and B (A might have fat tails or be skewed, while B might be likewise or may different all...
7. ### What is the contribution of a sub-segment of random numbers to total variance?

I am not sure if this is good etiquette, but I posted a question in the practical section and although contributes tried to help, no one was able to! So, I am posting it again here in a more general way, in the hope that here is where the truly hard-core statisticians are found! :D QUESTION...
8. ### Decomposing total variance of profits into variance from loss and variance from gain

Hello, Consider the profit stream of a firm. This profit stream consists of losses and gains. Suppose that I am interested in investigating the variance of this profit stream and wish to make a conclusion about how much of the variance is attributed to variance of gains and how much is...