Sumários

Two Dimensional Random Variables

14 Março 2025, 10:30 Elisabete Barata Fernandes

- Two Dimensional Random Variables: 

- Joint Cumulative Distribution Function
- Marginal Distribution
- Conditional Distribution Functions
Exercises


lecture

12 Março 2025, 13:30 Adriana Cornea-madeira

We discussed about expected values of functions of (discrete and continuous) bivariate random variables, including the rth and sth product moments (about the origin and about the mean).


lecture

10 Março 2025, 13:30 Adriana Cornea-madeira

We discussed about continuous bi-dimensional random variables: the joint density, CDF, conditional density and CDF, and properties of these. We went through some examples.


Random Variables: Moment Generating Function and Joint Cumulative Distribution Function

7 Março 2025, 10:30 Elisabete Barata Fernandes

- Random Variables: Moment Generating Function

- Joint Cumulative Distribution Function
Exercises


lecture

5 Março 2025, 13:30 Adriana Cornea-madeira

We started to discuss about multivariate, and in particular bivariate random variables, introducing their joint CDF, properties of the joint CDF. We discussed how to retrieve the marginal CDF from the joint CDF. We introduced the bivariate discrete random variables and their joint probability function (with properties).