tuto01_csc5150 - Total Probability Independent Events...

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CSC5150 Learning Theory and Computational Finance By Tu Shikui Sep. 12, 2007
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Remind Lecturer: Prof. Xu Lei Time and Place: W7-W9 (2:30pm-5:15pm) CKB UG04 Course evaluation: ( www.cse.cuhk.edu.hk/~csc5150 ) 40% Assignments 60% Final Exam Tutorial: W10 (5:30pm – 6:15pm) CKB UG04 or Lecture over -> 15 minutes rest -> tutorial … Tutor: Tu Shikui SHB 905 [email protected]
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Basic Review : Probability Theory Example: Flip a coin: S = { head, tail }; A = { head } Flip two coins: S = ?
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Intuitive Definition -- Relative Frequency
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Axiomatic Definition
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Some properties
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Conditional Probability 1. If P(B) = 0, P(A|B) undefined. 2. P(A∩B) = P(A|B) P(B) = P(B|A) P(A)
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Unformatted text preview: Total Probability Independent Events Independent Events (cont.) Continuous version Continuous version (cont.) Some properties Expectations - Mean, Variance Some special distributions Bernoulli Distribution Bernoulli cdf: Mean Variance Some special distributions Uniform Distribution Some special distributions Exponential Distribution Gaussian (or Normal) Distribution A Theorem Multivariate Statistics Expectation Covariance Matrix Gaussian Distribution (cont.) Multivariate version of Theorem 1 Law of Large Numbers End of This Tutorial! Thank you!...
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This note was uploaded on 10/13/2009 for the course CS 5150 taught by Professor Xulei during the Spring '09 term at University of Central Arkansas.

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tuto01_csc5150 - Total Probability Independent Events...

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