Applied Multivariate Statistical Modeling by Dr J Maiti,Department of Management, IIT Kharagpur.For more details on NPTEL visit http://nptel.ac.in.
Short introduction to bivariate random variables and a short proof. We quickly review random variables, the normal distribution, and correlation coefficients.
Continuation of the Bivariate Normal Distribution - Conditional Expectation. In this video I show that the conditional variance, Var[Y | X = x] = sigma_y (1 - rho^2), ...
We introduce several important offshoots of the Normal: the Chi-Square, Student-t, and Multivariate Normal distributions.
From Harvard University
Given two independent normal random variables, X and Y, and Z = X + Y, I show that the conditional expectation of X given Z is a linear function of Z.
The proof comes from Grossman, Stanley, I., Multivariable Calculus, Linear Algebra, and Differential Equations, 2nd., Academic Press, 1986., and Hamming, ...
Applied Multivariate Analysis by Dr. Amit Mitra,Dr. Sharmishtha Mitra, Department of Mathematics and Science, IIT Kanpur. For more details on NPTEL visit ...
This video covers following topics of unit-5 of M-III: 1. Definition of Normal distribution 2. Problems on Normal distribution For any query and feedback, please ...
From Bhagwan Singh Vishwakarma
Case when a, b are negative Proof that if X is a normally distributed random variable with mean mu and variance sigma squared, a linear transformation of X (aX ...