Sumários
Coefficient of asymmetry. Coefficient of kurtosis.Order parameters. Moment generating functions. Product moments about the origin and the mean. Covariance.
31 Março 2016, 10:30 • Graça Leão Fernandes
Coefficient of asymmetry.
Coefficient of kurtosis.
Order parameters:
- Definition of quantiles- quartiles, deciles percentiles, median;
- Computation of quartiles, deciles and percentiles.Computation of Inter-Quartile range.
Moment generating functions:
- Definition;
- Properties;
- Computing the moments about the origin using the moment generating function.
Product moments about the origin and the mean;
- definition;
- computation;
- interpretation.
- Covariance:
- definition;
- computation;
- interpretation.
Moments about the origin and about the mean.
29 Março 2016, 11:00 • Graça Leão Fernandes
Moments about the origin:
- definition of moment of order r;
- 1st moment= mean of a random variable:
- Interpretation;
- Computation - discrete and continuous cases:
- expected value of a function of X.
- Properties.
- 2nd moment - computation.
Moments about the mean:
- definition of moment of order r;
- 2nd moment = variance of a random variable:
- Interpretation;
- Computation - discrete and continuous cases:
- using the definition;
- using the practical rule.
- Properties.
Standard deviation and coefficient of variation.
Two dimensional random variables - discrete and continuous
17 Março 2016, 10:30 • Graça Leão Fernandes
Two dimensional random variables - discrete and continuous:
- joint probability and density functions;
- marginal probability and density functions of X and Y;
- conditional distributions of X given Y and Y given X;
- Independence of random variables: discrete and contiunous cases.
Distribution function tecnhique. Two dimensional random variables.
15 Março 2016, 11:00 • Graça Leão Fernandes
Distribution function tecnhique:
- X discrete;
- X continuous - the case when;
- Y is an increasins or decreasing function of X;
- Y is a discrete random variable;
- Y is mixed random variable;
- necessary conditions for Y to be continuous when x is continuous.
Two dimensional random variables:
- Joint cumulative distribution function; definition, properties and computation;
- marginal cumulative distribution function of X and Y.
- definition;
- interpretation;
- computation.
Classification of random variables. Distribution of functions of random variables.
10 Março 2016, 10:30 • Graça Leão Fernandes
Classification of random variables - definition of:
- discrete;
- continous;
- mixed.
Distribution of functions of random variables:
- the case when X is a discrete random variable.