This week, I finish Section 2.6 (about random vectors) initiated in Week 4. Moreover I present the last section of Chapter 2, which is about stochastic processes. Material: Section 2.7: Stochastic Processes Previous post of this course: Week 1: Syllabus + Introduction Week 2: Linear Algebra + Linear Systems Week 3: Set + Probability + Random Variables Week 4: Random Variables + Random Vectors
This week, I finish Section 2.5 (about random variables) initiated in Week 3 and present Section 2.6 (about random vectors). In class, I prove the main properties of the cdf and pdf, define the expected value of a random variable, and develop a lot of examples. Material: Section 2.6: Random Vectors Previous post of this course: Week 1: Syllabus + Introduction Week 2: Linear Algebra + Linear Systems Week 3: Set + Probability + Random Variables
This week, we continue with the background review. In particular, we remind the basic concepts and results of Set Theory, Probability Theory, and Random Variables. I am also publishing a list of exercises related to Chapter 2. Material: Section 2.3: Set Theory Section 2.4: Probability Theory Section 2.5: Random Variables Exercises Previous posts of this course: Week 1: Introduction Week 2: Linear Algebra + Linear Systems