Lecture

Multivariate Random Variables

Description

This lecture covers the concept of multivariate random variables, including joint Gaussian variables, characteristic functions, properties, examples, convergence of random variables, and the central limit theorem. It also explains the convergence in probability, convergence in mean square, and convergence in distribution.

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Official source

https://mediaspace.epfl.ch/media/0_kit1jwf7

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Probability theory: Topics in probability theory

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