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Chapter 02. Distribution and conditional expectation (with subtitles)
Автор: The probability channel - Professor Lanchier
Загружено: 2024-05-07
Просмотров: 1695
Описание:
This video covers Chapter 2 (distribution and conditional expectation) of my textbook Stochastic Modeling, Springer.
0:00:35 - Overview
0:10:49 - Radon-Nikodym theorem
0:26:00 - Distribution, change of variables formula
0:47:07 - Density and probability mass functions
1:00:41 - Conditional expectation (definition/intuition)
1:17:29 - Conditional expectation (existence/uniqueness)
1:27:09 - Conditioning techniques, Bayes' formula
1:46:01 - Main properties of the conditional expectation
The presentation I wrote for this video is available through my webpage at https://math.la.asu.edu/~lanchier/fil...
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