Lecture

Probability Distributions: Independence and Linear Combinations

Description

This lecture covers the concepts of independence between random variables, linear combinations of Gaussian variables, and the properties of probability distributions. It also explores the relationship between moment-generating functions and probability laws, emphasizing the importance of understanding the injection between them.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_sxi5xidv

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Probability theory: Topics in probability theory

Algebra: Linear algebra

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