tuto05_csc5150 - CSC5150 Learning Theory and Computational...

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CSC5150 Learning Theory and Computational Finance Tutorial 05 By Tu Shikui Oct. 15, 2007
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Outline Introductory Gaussian A brief history Characterization Geometric properties Useful Properties of Gaussian Covariance and Correlation Bivariate Gaussian Conditional Gaussian Gaussian and Independence Central limit theorem
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Introduction to Gaussian -- some interesting history first introduced by Abraham de Moivre in an article in 1733 Extended by Laplace in his book Analytical Theory of Probability ( 1812 ), “ Theorem of de Moivre- Laplace ”, in analysis of errors of experiments. Least Square Method (LSM), introduced by Legendre in 1805 Gauss claim to have used LSM since 1794 , justified it rigorously in 1809 , by assuming a normal distribution of the errors. From Wikipedia
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Characterization of Gaussian (1/3)
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Characterization of Gaussian (2/3)
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tuto05_csc5150 - CSC5150 Learning Theory and Computational...

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