Probability Theory
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MITProbability Theory 2022. 12. 14. 13:57
L18.7 Convergence in Probability Examples We will now go through two examples of convergence in probability. Our first example is quite trivial. We're dealing with a sequence of random variables Yn that are discrete. Most of the probability is concentrated at 0. But there is also a small probability of a large value. Because the bulk of the probability mass is concentrated at 0, it is a good gue..
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Probability Theory - Part 10 - Random VariablesProbability Theory 2022. 9. 21. 05:18
0:19 We just want to put all the relevant information of a random experiment into one object. 0:25 and usually, for such objects, we use capital letters. For example capital X. 0:31 Now soon we will see that this capital X is just a map defined on a sample space Omega with some special properties. 0:39 Indeed often here the codomain is simply given by the real number lin R. 0:45 However in a mom..