ECSE-2500, Engineering Probability, Spring 2010, Rensselaer Polytechnic Institute
Lecture 24
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Chapter 6 ctd
- Example 6.9 p310 - cdf of max or min of n random variables
- Example 6.10
- Example 6.11
Section 6.3 Expected values
- mean vector, correlation matrix, covariance matrix
- Example 6.16.
Section 6.4 joint gaussian r.v.
Section 6.5 Estimation of random variables
- What's the best guess for an inaccessible random variable X, when we've observed an accessible r.v. Y?
- MAP vs ML estimators
- MAP requires that we know the prior probability.
- Ex 6.25 (note: Ex 5.16 is on page 252.)
- Ex 6.26.
Section 6.5.2 Minimum mean square error estimator
- Error has a cost. Minimize that.