Elements of Statistics: Memorylessness and Stationary Processes

In course

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Description

This lecture covers the concepts of memorylessness and stationary processes. It starts by demonstrating memorylessness in the exponential distribution, followed by the analysis of wide-sense stationary and ergodic processes. The lecture concludes with exercises on estimation using Maximum Likelihood Estimation (MLE) and random walks.

Instructors (3)

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Official source

https://mediaspace.epfl.ch/media/0_f9qnf8vk

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