Lecture

Random Variables and Probability Densities

In course

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Description

This lecture covers the mathematical description of random variables, vectors, and random processes, emphasizing the concept of randomness in measurement systems. It discusses mathematical expectations, probability densities, moments, and examples of probability laws, including the Gaussian and exponential distributions. The extension to random vectors and conditional probabilities, as well as independence, is also explored.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_pxp1lsow

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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