Lecture

Transformations of Variables

Description

This lecture covers the calculation of cumulative distribution functions and probability density functions for transformed random variables, illustrated through examples involving exponential and normal distributions. The lecture concludes with a theorem summarizing the results on variable transformations.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_7ckz14jr

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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