Homework 3: Limit Theorems
STSCI 5080: Probability Models and Inference
Please submit the homework electronically (Blackboard).
HW is due by Tuesday, October 18th.
Assignments
Review and understand the material on slides and Chapters 5-6 and 8 of the Rice

STSCI 5080
Probability Models and Inference
Dr. Maria Caterina Bramati
bramati@cornell.edu
1
Part 1
Probability and Distribution Theory
2
Chapter 2- Random Variables
3
2.2 Continuous Random Variable
Density function, f(x)
Probability measure P(event) ob

STSCI 5080
Probability Models and Inference
Dr. Maria Caterina Bramati
bramati@cornell.edu
1
Part 1
Probability and Distribution Theory
2
Chapter 4Expected Values [ctd.]
3
Outline
Covariance and Correlation
Conditional Expectation
Mean Squared Error
4

STSCI 5080
Probability Models and Inference
Dr. Maria Caterina Bramati
bramati@cornell.edu
Part 1 - Probability
1
Part 1
Probability and Distribution Theory
Part 1 - Probability
2
Chapter 2- Random Variables
Part 1 - Probability
3
2.1 Random Variable
Def

STSCI 5080
Probability Models and Inference
Dr. Maria Caterina Bramati
bramati@cornell.edu
1
Part 1
Probability and Distribution Theory
2
Chapter 4Expected Values
3
Outline
Expected Value of a r.v.
Variance and Standard Deviation
Moment Generating Func

STSCI 5080
Probability Models and Inference
Dr. Maria Caterina Bramati
bramati@cornell.edu
1
Part 1
Probability and Distribution Theory
2
Chapter 4Expected Values [ctd.]
3
Outline
Covariance and Correlation
Conditional Expectation
Mean Squared Error
4

STSCI 5080
Probability Models and Inference
Dr. Maria Caterina Bramati
bramati@cornell.edu
1
Part 1
Probability and Distribution Theory
2
Chapter 5Limit Theorems
3
Outline
Sums of Random Variables
Convergence
Limiting Distributions
4
Sequences of Indep

STSCI 5080
Probability Models and Inference
Dr. Maria Caterina Bramati
bramati@cornell.edu
1
Part 1
Probability and Distribution Theory
2
Chapter 3- Joint Distributions
(ctd.)
3
Other Leading Applications
Bivariate Normal Distribution
Copula Function -

STSCI 5080
Probability Models and Inference
Dr. Maria Caterina Bramati
bramati@cornell.edu
1
Part 1
Probability and Distribution Theory
2
Chapter 3- Joint Distributions
(ctd.)
3
Other Leading Applications
Bivariate Normal Distribution
Copula Function -

Homework 1: Probability and Random Variables
STSCI 5080: Probability Models and Inference
Please submit the homework electronically (Blackboard).
HW is due by Tuesday, September 20th.
Assignments
1. Review and understand the material on slides and Chapter

STSCI 5080
Probability Models and Inference
Dr. Maria Caterina Bramati
bramati@cornell.edu
Part 1 - Probability
1
Part 1
Probability and Distribution Theory
Part 1 - Probability
2
Chapter 2- Random Variables
Part 1 - Probability
3
2.1 Random Variable
Def