Lecture 13

23 Setembro 2026, 13:30 • José Pedro Gaivão

Exercises from Chapter 1. Chapter 2: motivation; parametric families and the role of location/scale/shape parameters.

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Lecture 12

23 Setembro 2026, 08:30 • José Pedro Gaivão

Tails of distributions, continued: comparison based on limiting tail behaviour, on the hazard rate, and on the mean excess loss function; the equilibrium distribution. Equilibrium distribution and coefficient of variation; chapter summary. END OF CHAPTER 1. 

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Lecture 11

21 Setembro 2026, 10:00 • José Pedro Gaivão

Left censored and limited variables. Properties. Comparison of tails of distributions. 

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Lecture 10

16 Setembro 2026, 13:30 • José Pedro Gaivão

Proof of the central limit theorem. Residual life and its properties. 

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Lecture 9

16 Setembro 2026, 08:30 • José Pedro Gaivão

Generating functions and sums of independent random variables. Central limit theorem.

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