Lecture

Probability and Statistics

In course

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Description

This lecture covers various inequalities such as Chebyshov's inequality and Hoeffding's inequality, as well as the concepts of joint Gaussian distribution and normal distribution transformations. It also discusses the estimation of risk in financial markets and the classification method testing. The lecture emphasizes theoretical calculations and practical applications of probability and statistics.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_q82w5fxg

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Algebra: Linear algebra

Probability theory: Topics in probability theory

Health sciences

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