Multiple Random Variables - Joint and Conditional Distributions
Offered By: Professor Knudson via YouTube
Course Description
Overview
Explore the fundamental concepts of multiple random variables, focusing on joint and conditional distributions in this comprehensive lecture series. Delve into discrete and continuous joint distributions, joint cumulative distribution functions (CDFs), and conditional distributions. Learn about the introduction to conditional distributions, uniform distribution over a circle, and conditional expectations. Examine independent random variables, covariance, and the variance of the sum of independent random variables. Gain a thorough understanding of these essential statistical concepts through Professor Knudson's in-depth explanations and examples.
Syllabus
Joint Distributions (Discrete Video 1).
Joint Distributions (Discrete Video 2).
Joint Distributions (Continuous Video 1).
Joint Distributions (Continuous Video 2).
Joint Distributions (Continuous Video 3).
Joint Distributions (Continuous Video 4).
Joint Cumulative Distribution Functions (CDFs).
Conditional Distributions: An Introduction.
Conditional Distributions: Uniform Over a Circle.
Conditional Distributions: Expectations.
Independent Random Variables (Video 1).
Independent Random Variables (Video 2).
Covariance of Random Variables.
Variance of the Sum of Independent Random Variables.
Taught by
Professor Knudson
Related Courses
Probability Foundations for Electrical EngineersIndian Institute of Technology Madras via Swayam Portfolio Optimization: Excel, R, Python & ChatGPT
Udemy Оптимизация портфеля с помощью модели Марковица
Coursera Project Network via Coursera Excel 2007: Business Statistics
LinkedIn Learning Probabilistic Systems Analysis and Applied Probability
Massachusetts Institute of Technology via MIT OpenCourseWare