Sumários
Lecture 20
6 Maio 2024, 12:00 • Davide Masoero
Review: Normal dsitrbution
Gamma and Chi Sqaure. Definition, Moment generating function, moments, addition law, Gamma and Poisson process, chi square and normal distribution.
Central limit theorem. Statement and exercise.
Lecture 19
29 Abril 2024, 12:00 • Davide Masoero
Normal Distribution
Standard normal distribution Z
Symmetry
Using the table for Z
Exercise.
Addition law and corollary
Lecture 18
24 Abril 2024, 13:30 • Davide Masoero
Exponential Distribution.
Moment generating function and moments
Waiting time of a Poisson process
Lack of memory
Distribution of the minimum of k independent exponential random variables
Exercises, including exercise 8 and 9 from Chapter 6
Uniform continuous distribution