Lecture 07

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  • I extended your homework 2 due date. Homework 2 is now due at Jan 26 (Tuesday) 11:59 pm. 

  • We solved Pb 1 of hw2, and discussed Pb 5 and Pb 8. To simplify your problem, I have uploaded an updated statement of Pb 8 of homework 2.

  • In lecture 7, we discussed Chevyshev’s inequality, Law of Large Numbers, and Central Limit Theorem. LLN and CLT are fundamental in probability and statistics. We will use the theorems many times throughout the course.

  • We also discussed transformations of random variables. Keep in mind that HW2 Pb 1 is a very useful tool to transform between random variables (because CDF is a transformation of the given continuous RV to the uniform distribution).

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