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Lecture# MATH-414: MATH-414/ Stochastic Simulation/ Week 1-2

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Lectures in same course (48)

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Estimator

In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (th

Convergence of random variables

In probability theory, there exist several different notions of convergence of random variables. The convergence of sequences of random variables to some limit random variable is an important concep

Empirical distribution function

In statistics, an empirical distribution function (commonly also called an empirical cumulative distribution function, eCDF) is the distribution function associated with the empirical measure of a s

Random variable

A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. The term 'random va

Cumulative distribution function

In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable X, or just distribution function of X, evaluated at