See the relationship between conditional and independent events in a statistical experiment. Calculate the expectation and variance of several random variables and develop some intuition. Understand ...
The approach taken will be formal. Probability spaces and probability measures. Random variables. Expectation and integration. Markov chains. Convergence of random variables. Conditional expectation ...
The approach taken will be formal. Probability spaces and probability measures. Random variables. Expectation and integration. Convergence of random variables. Conditional expectation. The ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...