Lecture

Moments and Carleman's Theorem

In course

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Description

This lecture covers the concept of moments in random variables, defining the moment of order k as finite and exploring examples. It introduces Carleman's theorem, which states that a random variable with finite moments is uniquely determined by its sequence of moments.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_mk7ctvh6

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Statistics

Statistical inference: Mathematical statistics

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