Sumários

C10 - Distributions and basic distributional quantities

28 Setembro 2022, 08:30 • 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.

C9 - Distributions and basic distributional quantities

26 Setembro 2022, 15:00 • Alexandra Bugalho de Moura

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

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

the hazard rate function;

C8 - Distributions and distributional quantites

23 Setembro 2022, 14:00 • Alexandra Bugalho de Moura

1.8. Sum of independent random variables

Exercises

C7 - Distributions and basic distributional quantities

23 Setembro 2022, 08:30 • Alexandra Bugalho de Moura

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

C6 - Distributions and basic distributional quantities

21 Setembro 2022, 08:30 • Alexandra Bugalho de Moura

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