Sumários

lecture

7 Novembro 2024, 13:30 Adriana Cornea-madeira

We discussed different properties on how to compute expectations of functions of bivariate random variables, and worked out some examples. We then discussed about the r^th and s^th moment of products of random variables about their origin and their mean. We introduced the Cauchy-Schwarz inequality. We discussed about different implications of the independence of two random variables on different types of expectations that involve them. We introduced the covariance, the correlation coefficient and discussed their interpretation.


lecture

5 Novembro 2024, 13:30 Adriana Cornea-madeira

We discussed about the conditional density function and the conditional CDF, their properties and went through some examples. We also started to discuss about the expectation of functions of bivariate random variables.




Practical class 8

31 Outubro 2024, 15:30 PEDRO MIGUEL TELES DA FONSECA

Chapter 4 - Exercises 2, 3, 5 and 7.


lecture

31 Outubro 2024, 13:30 Adriana Cornea-madeira

We introduced the joint density and CDF, their properties, and look at some examples.


lecture

29 Outubro 2024, 13:30 Adriana Cornea-madeira

We discussed about the conditional probability distribution function and the conditional CDF of bivariate discrete random variable, their properties and went through some examples. We also started to discuss about the joint density and the joint CDF of bivariate continuous random variables.