Sumários
Order parameters. Moment generating functions.
28 Outubro 2015, 15:30 • Graça Leão Fernandes
Order parameters:
- Quantiles;
- definition;
- Quartiles and inter quartile range, deciles and percentiles.
- Mode;
- Examples.
Moment generating functions:
- definition;
- properties;
- computing the moments about the origin using the moment generating function;
- examples.
Expected value of a random variable. Moments about the origin and about the mean.
26 Outubro 2015, 13:30 • Graça Leão Fernandes
Expected value of a random variable:
- Expected value of a discrete random variable;
- Expected value of a continuous random variable;
- Expected value of a function of a random variable;
- Properties of the expected value.
Moments about the origin for discrete and continuous random variables:
- definition - rth moment about the origin;
- 1st and second moments and its interpretation.
Moments about the meanfor discrete and continuous random variables:
- definition - rth moment about the mean;
- Second moment about the mean. Variance, definition and interpretation;
- pratical rule to compute the variance;
- Properties of the variance;
- standard deviation, coefficient of variation, coefficient of assymmetry.
Discrete and continuous two dimensional random variables: joint probability density function, marginal probability function, conditional probability functions, independence of random variables.
22 Outubro 2015, 15:30 • Graça Leão Fernandes
Exercises of chapter 3 nºs 26, 30, 33, 34, 36
Two dimensional continuous random variables
21 Outubro 2015, 15:30 • Graça Leão Fernandes
Two dimensional continuous random variables:
- definition;
- joint probability density function;
- marginal probability density and cumulative distribution functions and their interpretation;
-independence of k dimensional continuous random variables;
- conditional probability density functions of X given Y and Y given X;
- examples.
Two dimensional discrete random variables
19 Outubro 2015, 13:30 • Graça Leão Fernandes
Two dimensional discrete random variables:
- definition;
- joint probability function;
- marginal probability and cumulative distribution functions and their interpretation;
-independence of k dimensional discrete random variables;
- conditional probability functions of X given Y and Y given X;
- examples.