Unformatted text preview: Remaining Topics for Math 307/607 November 14, 2008 We have 8 lectures left, and the following topics to cover. We will cut down on the homework problems and focus on what the material says. COVERAGE LEVELS: SECTIONS 4.1 THROUGH 4.3 ARE VERY BASIC AND WILL BE COVERED THOROUGHLY SECTIONS 4.4, 4.5, 5.2 AND 5.3 ARE IMPORTANT BUT OUR FOCUS HERE WILL BE MORE ON OVERVIEW— WHAT ARE THEY ABOUT, AND HOW DO THEY WORK TOPICS Chapter 4 Section 4.1 Definitions of expectation, Theorem A 4.1.1 Expectations of functions of random variables, Theorem A, Theorem B, Corollary A 4.1.2 Expectations of Linear Combinations of Random Variables Theorem A, Section 4.2 Variance and Standard Deviation Definition, Theorem A, Theorem B, Theorem C Section 4.3 Covariance and Correlation Definition, Theorem A with Corollaries, Definition of Correlation Theorem B Examples of means, variances, correlations—We take most as done, but will go through several as examples—including binomial, hypergeometric, normal, Quick Look: Section 4.4 Definitions, Theorem A, Theorem B Section 4.5 Moment generating functions—what they are, what they are for: they give us a way to calculate higher moments, and to establish the distributions of sums of independent random variables A few examples to show how moment generating functions work. Chapter 5 Section 5.2 Law of Large Numbers—what the theorem says, what it means Section 5.3 Central Limit Theorem—what the theorem says, what it means ...
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 Fall '08
 Luikonnen
 Math, Probability, Random Variables Theorem

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