Week 7 (October 29-30)
Section outline
-
Wed (lecture): Moments; random vectors , Gaussian random vectors (sections 8.1-8.3);
Thu (exercises): Work on problem sets 5, 6, and 7
Corresponding Videos
- moments and moment generating function (no video available: see lecture notes and problem set 7, exercise 2)
- random vectors; Gaussian random vectors; joint distribution of Gaussian random vectors
