Notes for Probability

概率论

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Continuous

Contents

• Continuous Random Variables

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  Lecture information

  Lecture_5

  1. PDF & CDF
  2. Uniform Distribution
  3. Basic Monte Carlo Simulation
  4. Exponential Distribution
  5. Normal Distribution
  6. Central Limit Theorem
  7. Moment Generating Functions

• Joint Ditribution

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  Lecture information

  Lecture_6

  1. Discrete Multivariate R.V.s
  2. Continuous Multivariate R.V.s
  3. Covariance and Correlation
  4. Multinomial Distribution
  5. Multivariate Normal
  6. Change of Variables
  7. Convolutions