Lecture

Probability Distributions: Moments and Transformations

Description

This lecture covers the bijection between distribution functions and moment generating functions, as well as the application of theorems in analyzing transformations of variables. Topics include the calculation of moments, the Fourier transform, and the use of complex analysis tools.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_31k03x0a

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Ontological neighbourhood

Mathematics

Analysis: Complex analysis

Probability theory: Topics in probability theory

Statistics

Statistical inference: Mathematical statistics

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