Lecture

Gaussian Vectors: Properties and Distributions

Description

This lecture covers the definition of multivariate Gaussian distribution, moment generating functions, properties of Gaussian vectors, and their densities. It explains how to determine basic properties using the distribution definition and emphasizes the independence of random vectors based on their joint moment generating functions.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_87b026xv

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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