Sumários
Product moments about the origin and the mean for discrete and continuous two dimensional random variables. Covariance and correlation coefficient. conditional expected values.
12 Novembro 2015, 15:30 • Graça Leão Fernandes
Exercises from Chapter 3 nºs: 12, 14, 17, 19, 23
Correlation coefficient. Conditional expected values of X and Y.Conditional variance.
11 Novembro 2015, 15:30 • Graça Leão Fernandes
Correlation coefficient:
- computation;
- interpretation.
Conditional expected values of X and Y for discrete and continuous two dimensional random variables:
- Conditional expected values of X given Y=y;
- Conditional expected values of Y given X=x.
Conditional variance.
Product moments about the origin and about the mean of order r+s for two dimensional random variables
9 Novembro 2015, 13:30 • Graça Leão Fernandes
Product moments about the origin of order r+s for two dimensional discrete and continuous random variables:
- Definition;
- case when r=1, s=1 E(X.Y);
- Expected value of a function of X and Y;
- Marginal expected values of X and Y - r=1, s=0 or r=0, s=1;
- Study of independence of X and Y based on the moments about the origin;
- Expected value of a linear combination of n random variables.
Product moments about the mean of order r+s for two dimensional discrete and continuous random variables:
- case when r=1, s=1 Cov(X.Y)- computation and interpretation;
- covariance and independence;
- Marginal variance of X and Y;
- Covariance of a linear combination of n random variables.
Expected value and variance of discrete and continuous random variables. Moments about the origin and around the mean. Order statistics. Moment generating function.
29 Outubro 2015, 15:30 • Graça Leão Fernandes
Exercises of Chapter 3 nºs 1, 3, 4, 6, 7, 10
Realisation of the 2nd mini test
Ex from chapter 3
29 Outubro 2015, 15:30 • Agnieszka Bergel
Ex from chapter 3, expected value, variance, median. Ex 1,3,4,6.