Index of /faculty/kerns/video/STAT3743/100410

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.

2010-10-04 Mon

Continuous CDFs

nondecreasing
continuous function
limits at infinity
derivative of CDF is PDF

Expectation

mean, variance, MGF

Examples

finite support: beta(4,1)
- integral 1, probability, μ, σ
infinite support: exp(rate = 5)
- integral 1, prob, μ, σ

Continuous uniform distribution

PDF, CDF, notation, R code, MGF

Find the mean, variance

Special case: unif(min = 0, max = 1)

Normal distribution

PDF, notation, R code

Standard normal: Z

φ, Φ

If X ~ norm(m,s) then Z = (X-m)/s ~ norm(0,1)

MGF of Z

MGF of X

MGF of Y = a + bX

68-95-99.7 (Empirical) Rule

Example: find P(a < X < b) for something, say, IQ

Quantiles and the quantile function

Want to go in reverse: given area, find the IQ

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

Date: 2010-10-08 15:20:41 EDT

HTML generated by org-mode 6.21b in emacs 23