Lecture

Probability Spaces

In course

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Description

This lecture covers the concept of random variables in probability spaces, starting with simple random variables and their probabilities. It then delves into measurable functions, expectation, and moment generating functions. The lecture also explores the properties of expectation, variance, and moments, with examples from normal distributions and Bernoulli trials.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_8pzoxvad

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Probability theory: Topics in probability theory

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