Lecture

Gaussian Random Vectors

In course

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Description

This lecture covers Gaussian vectors, multivariate normal distribution, moment generating functions, independence of random vectors, density functions, affine transformations, isosurfaces, and coordinate distributions. It also discusses diagonal covariance matrices, chi-square and F distributions, Gaussian quadratic forms, and the Central Limit Theorem for weighted sums of random variables.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_ox7hba75

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Algebra: Linear algebra

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