STAT 3743 Daily Outline
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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
Date: 2010-10-15 13:54:00 EDT
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