Week 9 (November 12-13)
Section outline
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Wed (lecture): St-Petersburg paradox (section 9.8); Convergence in distribution, CLT (section 10.1, 1.3 - 10.5); Application: coupon collector problem;
Thu (exercises): Work on problem sets 8 and 9
Corresponding Videos
- St-Petersburg paradox
- Convergence in distribution; equivalent definition of convergence in distribution
- The Central Limit Theorem; proof of CLT; alternative proof of the CLT;
- Application: coupon collector problem 1; and 2
Note : In chapter 10 we will NOT cover the Curie-Weiss model (section 10.2) and the Lindeberg’s principle (part of section 10.4). - St-Petersburg paradox
