Lecture

Linear Combinations: Moment-Generating Functions

In course

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Description

This lecture covers the concept of moment-generating functions, linear combinations of random variables, and the normality of linear combinations. It also delves into the distribution of sums of independent random variables and the properties of MGFs. Important theorems and examples are provided to illustrate the concepts.

Instructors (2)

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exercitation labore

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Official source

https://mediaspace.epfl.ch/media/0_lvlv7p38

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Probability theory: Topics in probability theory

Algebra: Linear algebra

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