Probability Fact @ProbFact
Daily tweets on probability from @JohnDCook. johndcook.com/blog/applied-p… Joined November 2009-
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If X and Y are independent exp rvs with the same mean, then X-Y is a double exp r.v.
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If X has a gamma distribution with shape a and scale b, and c > 0, then cX has a gamma distribution with shape a and scale cb.
The minimum of two independent exponential rvs is an exponential rv.
We’re so back, almost certainly. x.com/miniapeur/stat…
We’re so back, almost certainly. x.com/miniapeur/stat…
The geometric mean of independent log-normal random variables has a log-normal distribution.
A binomial distribution may be approximated by a Poisson distribution. johndcook.com/blog/distribut…
The expected number of fixed points in a random permutation of n items is 1.
The harmonic mean of Cauchy random variables has a Cauchy distribution.
The sum of independent gamma random variables is a gamma random variable if each distribution has the same scale.
If Z is a standard normal rv, Z² has a chi-squared distribution with one degree of freedom.
Using dimensional analysis to check probability calculations johndcook.com/blog/2023/11/0…
Var(aX + bY) = a² Var(X) + b² Var(Y) + 2ab Cov(X, Y)
If X has a normal distribution, exp(X) has a log-normal distribution.
Beta distributions are conjugate priors for binomial and negative binomial distributions. johndcook.com/blog/conjugate…
New post: Probability of typing a wrong Bitcoin address johndcook.com/blog/2025/08/2…
Fisher information en.wikipedia.org/wiki/Fisher_in…
The sum of independent Poisson random variables has a Poisson distribution.
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