Index of /faculty/kerns/video/STAT3743/092710

STAT 3743 Daily Outline

Up there should be four (4) files:

STAT3743_xxxxxx.3gp (video for mobile phones)
STAT3743_xxxxxx.ogv (video in Ogg format)
STAT3743_xxxxxx.pdf (scanned lecture transcript)
STAT3743_xxxxxx.webm (video in WebM format)

The WebM video is definitely the highest quality, but you need a compatible browser/player to watch it. See How to watch the video for instructions to get one.

2010-09-27 Mon

Expectation

Definition

Examples: mean/variance

Properties

E(c)=c
E(cX) = cE(X)
E[g(X)+h(X)] = Eg(X) + Eh(X)

Ex: discrete uniform

Ex: binomial mean (from definition)

Moment generating functions (MGF)

Definition

M(0) = 1

Ex: discrete uniform MGF

Ex: binomial MGF

Why do they call it a MGF?

M'(0) = E(X) etc.

Ex: binomial mean

Ex: binomial variance
Applications

Uniqueness theorem

Ex: binomial MGF
Another connection

Taylor series of f about a

Empirical distribution

Definition

mean
variance
CDF

Hypergeometric distribution

Dependent Bernoulli trials

Example

PMF, mean, variance

Example

Author: G. Jay Kerns <gkerns@ysu.edu>

Date: 2010-10-08 15:19:47 EDT

HTML generated by org-mode 6.21b in emacs 23