Explore the fundamental concepts of continuous random variables in this comprehensive 1.5-hour lecture. Delve into probability density functions, uniform distribution, and cumulative distribution functions. Learn about expectation and variance for continuous random variables, and examine specific distributions including exponential, gamma, chi-squared, and normal. Gain a solid understanding of these essential statistical concepts through clear explanations and practical examples provided by Professor Knudson.
Overview
Syllabus
An Introduction to Continuous Random Variables and Probability Density Functions.
The Uniform Distribution.
Notes on Continuous Random Variables' Probability Density Functions.
Cumulative Distribution Functions for Continuous Random Variables.
Connecting Probability Density Functions and Cumulative Distribution Functions.
Expectation of a Continuous Random Variable.
Expectation of a Function of a Continuous Random Variable.
Variance of a Random Variable.
Variance (Continuous Example).
Exponential Distribution Basics.
Gamma Basics.
Chi-Squared Basics.
Normal Distribution Basics.
Taught by
Professor Knudson
