Lecture

Estimating R: Moments and Cumulants

Description

This lecture covers the estimation of R using moments and cumulants, discussing the relationship between extreme values and probability laws. Topics include moment-generating functions, cumulant-generating functions, and the independence of random variables. The instructor explains the concepts through mathematical formulas and examples, emphasizing the importance of understanding the moments and cumulants of random vectors. The lecture concludes with practical applications and implications of the discussed concepts in statistical analysis.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_qcuh8ldj

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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