Lecture

Function of a Random Variable

Description

This lecture covers the concept of functions of random variables, showing that measurable real-valued functions of random variables are themselves random variables with mass and distribution functions. It also discusses the calculation of mass functions and expectations for different scenarios.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_x2d6fi0c

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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