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STAT 3743 Daily Outline

STAT 3743 Daily Outline

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2010-10-11 Mon

Probability Integral Transform

How to do it with R

Other distributions

Exponential distribution

PDF, Graph, Notation, CDF, Graph

Find the MGF

Find the mean, variance

Memoryless property

Relationship with Poisson model

Gamma distribution

PDF, Notation, Parameters

The Gamma Function

Properties of the Gamma Function

MGF, mean and variance

Motivation: relationship with Poisson process

Example: car wash

How to do it with R

Special case: Chi square distribution

Even more continuous distributions

  • Cauchy
  • Beta
  • Logistic
  • Lognormal
  • Weibull
  • Student's t distribution
  • F distribution

Multivariate Distributions

Comparison of univariate versus multivariate

Discrete case: joint PMFs, CDFs

Example: roll fair die twice

Author: G. Jay Kerns

Date: 2010-10-15 13:54:00 EDT

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