Sumários

Lecture 8

14 Setembro 2026, 10:00 • José Pedro Gaivão

Hazard rate function and its properties. A catalogue of common distributions. 


Lecture 7

9 Setembro 2026, 13:30 • José Pedro Gaivão

Moments, variance and covariance. Other statistics summarising distributions. 

Survival functions. 


Lecture 6

9 Setembro 2026, 08:30 • José Pedro Gaivão

Basic properties of conditional expectation. Conditional probability. 


Lecture 5

7 Setembro 2026, 10:00 • José Pedro Gaivão

Conditional expectation: the discrete case E(X|Y); the σ-algebra generated by a random variable;


Lecture 4

2 Setembro 2026, 13:30 • José Pedro Gaivão

Monotone convergence theorem; signed random variables and integrability; expectation via the distribution measure (change of variables / LOTUS). Multivariate random variables and independence.