C11 - DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

30 Setembro 2020, 14:00 • Alexandra Bugalho de Moura

1.9. Tails of distributions: comparison of the tail based on the hazard rate function and on the mean excess loss function; the equilibrium distribution and the tail behaviour. 

(4 students presential, 19 stundents online)

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C10 - DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

30 Setembro 2020, 11:30 • Alexandra Bugalho de Moura

1.9. Tails of distributions: comparison of the tail based on moments, on the limiting tail behaviour.

(5 students presencial; 19 students online)

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C9 - DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

28 Setembro 2020, 15:30 • Alexandra Bugalho de Moura

1.7. Moment generating function, probability generating function and cumulant generating function.

1.8. Sum of independent random variables; central limit theorem.

(5 students presencial; 19 students online)

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C8 - DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

25 Setembro 2020, 08:30 • Alexandra Bugalho de Moura

Exercises.

(9 students presential, 12 students online)

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C7 - DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

23 Setembro 2020, 14:00 • Alexandra Bugalho de Moura

1.6. left censored and shifted random variable; limit loss variable.

1.7. Moment generating function and cumulant generating function.

Examples.

(11 students presential; 11 students online)

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