Sumários

20 Março 2024, 13:30 • Davide Masoero

Review: Moment generating function

Exercise: Exponential distribution, moments, variance

Bivariate random variable

Joint Cumulative Distribution Function

Marginal CDF's, Independence

Discrete bivariate random variable

Joint and marginal probability functions

Exercise from past exam - throwing of two dice, X=result from the first dice, Y=minimum of the two results

18 Março 2024, 12:00 • Davide Masoero

Completio of exercise 6, chapter 3

Quantiles.

Exercise: quantiles for the Pareto distribution

Median, Quartiles, Inter-quartiles range

Summary of localization and dispersion parameter

Moment generating function. Exercise: moment generating function of the Binomial distribution

15 Março 2024, 10:30 • Ricardo Pinto Moura

Chapter 3: 3, 11, 12, 13 (6 done in the theoretic class)

Homework: 7

13 Março 2024, 13:30 • Davide Masoero

Review: Expected value of a function of a random variable

Exercise 4 Chapter 3.

Review: Moments and central moments, variance

Exercise 5 of Chapter 3

Skewness and Kurtosis

Exercise 6 of Chapter 3: partially solved (computation of mean and variance)

11 Março 2024, 12:00 • Davide Masoero

Revision: function of a r.v., expected value of a r.v.

Expected value of a function of a random variable

Example: Bookmaking, odds, implied probability, overround

The expected value as a linear, positive, normalized functional

Moments and central moments

Variance and standard deviation