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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers a change of variable formula for CDFs and PDFs, showing how to compute the CDF and PDF of a transformed random variable. It then introduces the Devil's Staircase, a strange CDF constructed using the Cantor set, and discusses the properties of this unique function. The Devil's Staircase is a continuous function that is flat almost everywhere, making it neither a discrete nor a continuous random variable. The lecture emphasizes the importance of using CDFs to ensure well-defined probability distributions, even in unconventional cases.