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Lower bound on the $\Phi$-entropy of a Gaussian variable
I am trying to prove that for $X$ a centered Gaussian variable,
$$\limsup_{n\in\mathbb{N}}\,\mathbb{E}\left[(X+n)^2\log\left(\frac{(X+n)^2}{1+n^2}\right)\right]=2.$$
I already know by the Gaussian ...
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-1
votes
1
answer
74
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Probability. Define Upper bound and Lower bound for double integral. [closed]
I am finding trouble of finding bounds for double integral for statistic.
Here the question looks like:
given joint pdf = $\frac{3x}4$, $0<x<1,\;0<y<4x$.
I have to find pdf of $R=XY$.
...
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