Lectures - Probability

Site:	MyCourses
Course:	ECON-E6000 - Math Camp, Lecture, 22.8.2022-2.9.2022
Book:	Lectures - Probability

Printed by:	Guest user
Date:	Monday, 30 December 2024, 5:37 PM

Description

Table of contents

1. Probability
2. Random Variables
- 2.1. Example
3. Expected Value
- 3.1. Examples
- 3.2. Chebyshev's Inequality
4. Joint Distributions
5. Law of Large Numbers (Convergence of Functions)
- 5.1. Limits of Random Variables
- 5.2. LLN Proof
6. Conditional Probability
- 6.1. Conditional Expectation

1. Probability

2. Random Variables

Random Variables

2.1. Example

3. Expected Value

3.1. Examples

Expected Value + Var Examples

3.2. Chebyshev's Inequality

Chebyshev's and Markov's Inequality

4. Joint Distributions

Joint Distributions

4.1. Example

Joint Distributions - Example

4.2. Change of Variables

Change of Variables

4.3. Example - Sum of Normals

Example - Sum of ind normals

5. Law of Large Numbers (Convergence of Functions)

Convergence of Functions

5.1. Limits of Random Variables

5.2. LLN Proof

Law of Large Numbers

6. Conditional Probability

Conditional Probability and Bayes Rule

6.1. Conditional Expectation

Conditional Expectation and the Tower Rule