Class 38: Chap. 4

10 dezembro 2010, 08:00 • Manuel Cabral Morais

Chap. 4 - Expectation

4.6 Moments

4.6.5 Correlation (Prop. 4.169 -> end)

4.6.6 Moments of random vectors

4.6.7 Multivariate normal distributions (-> Corollary 4.191)

Exercises: 4.171, 4.178, 4.185 hint.