Statistical theory | Independence (probability theory)

Independent and identically distributed random variables

In probability theory and statistics, a collection of random variables is independent and identically distributed if each random variable has the same probability distribution as the others and all are mutually independent. This property is usually abbreviated as i.i.d., iid, or IID. IID was first defined in statistics and finds application in different fields such as data mining and signal processing. (Wikipedia).

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(PP 6.10) Sum of independent Gaussians

A sum of independent (multivariate) Gaussians is (multivariate) Gaussian, with mean equal to the sum of the means, and covariance equal to the sum of the covariances.

From playlist Probability Theory

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(PP 5.4) Independence, Covariance, and Correlation

(0:00) Definition of independent random variables. (5:10) Characterizations of independence. (10:54) Definition of covariance. (13:10) Definition of correlation. A playlist of the Probability Primer series is available here: http://www.youtube.com/view_play_list?p=17567A1A3F5DB5E4

From playlist Probability Theory

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Conceptual Questions about Random Variables and Probability Distributions

Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys Conceptual Questions about Random Variables and Probability Distributions

From playlist Statistics

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(PP 6.2) Multivariate Gaussian - examples and independence

Degenerate multivariate Gaussians. Some sketches of examples and non-examples of Gaussians. The components of a Gaussian are independent if and only if they are uncorrelated.

From playlist Probability Theory

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Joint Discrete Random Variables

Understanding and calculating probabilities involving joint discrete random variables

From playlist Unit 6 Probability B: Random Variables & Binomial Probability & Counting Techniques

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More Joint Continuous [Normal] Random Variables

I recently uploaded 200 videos that are much more concise with excellent graphics. Click the link in the upper right-hand corner of this video. It will take you to my youtube channel where videos are arranged in playlists. In this older video: explanation & word problem involving the ne

From playlist Unit 6 Probability B: Random Variables & Binomial Probability & Counting Techniques

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More Standard Deviation and Variance of Joint Discrete Random Variables

Further example and understanding of Joint Discrete random variables and their standard deviation and variance

From playlist Unit 6 Probability B: Random Variables & Binomial Probability & Counting Techniques

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IID: Independent and Identically Distributed

In this video, I explain what IID (independent and identically distributed) means and how it applies to samples. Link to my notes on Introduction to Data Science: https://github.com/knathanieltucker/data-science-foundations Try answering these comprehension questions to further grill in

From playlist Introduction to Data Science - Foundations

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Introduction to Random Variables

Introduction to random variables and probability distribution functions. More free lessons at: http://www.khanacademy.org/video?v=IYdiKeQ9xEI

From playlist Statistics

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What are Continuous Random Variables? (2 of 3: Why we need different tools)

More resources available at www.misterwootube.com

From playlist Random Variables

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"Mandelbrot cascades and their uses" - Anti Kupiainen

Anti Kupiainen University of Helsinki November 4, 2013 For more videos, check out http://www.video.ias.edu

From playlist Mathematics

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Stochastic climate models with Lévy noise by Michael Hoegele (Part 1)

ORGANIZERS: Amit Apte, Soumitro Banerjee, Pranay Goel, Partha Guha, Neelima Gupte, Govindan Rangarajan and Somdatta Sinha DATES: Monday 23 May, 2016 - Saturday 23 Jul, 2016 VENUE: Madhava Lecture Hall, ICTS, Bangalore This program is first-of-its-kind in India with a specific focus to p

From playlist Summer Research Program on Dynamics of Complex Systems

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All of Statistics - Chapter 2 - Random Variables

🎬 This is my video summary of Chapter 2 (Random Variables) of "All of Statistics" by Larry Wasserman. 👉 If you are enjoying my work please subscribe to my youtube channel and consider supporting my work here: https://buymeacoffee.com/c3founder Read more about the "All of Statistics" vid

From playlist Summer of Math Exposition Youtube Videos

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Math 176. Math of Finance. Lecture 07.

UCI Math 176: Math of Finance (Fall 2014) Lec 07. Math of Finance View the complete course: http://ocw.uci.edu/courses/math_176_math_of_finance.html Instructor: Donald Saari, Ph.D. License: Creative Commons CC-BY-SA Terms of Use: http://ocw.uci.edu/info More courses at http://ocw.uci.edu

From playlist Math 176: Math of Finance

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Drift, Inbreeding, and Ne by Aneil Agrawal

Program Fourth Bangalore School on Population Genetics and Evolution ORGANIZERS: Deepa Agashe and Kavita Jain DATE: 27 January 2020 to 07 February 2020 VENUE: Ramanujan Lecture Hall, ICTS Bangalore No living organism escapes evolutionary change, and evolutionary biology thus connect

From playlist Fourth Bangalore School On Population Genetics And Evolution

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Introduction to Probability and Statistics 131A. Lecture 7. Limit Theorems

UCI Math 131A: Introduction to Probability and Statistics (Summer 2013) Lec 07. Introduction to Probability and Statistics: Limit Theorems View the complete course: http://ocw.uci.edu/courses/math_131a_introduction_to_probability_and_statistics.html Instructor: Michael C. Cranston, Ph.D.

From playlist Math 131A: Introduction to Probability and Statistics

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Probability and Random variables by VijayKumar Krishnamurthy

Winter School on Quantitative Systems Biology DATE: 04 December 2017 to 22 December 2017 VENUE: Ramanujan Lecture Hall, ICTS, Bengaluru The International Centre for Theoretical Sciences (ICTS) and the Abdus Salam International Centre for Theoretical Physics (ICTP), are organizing a Wint

From playlist Winter School on Quantitative Systems Biology

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L22.8 The Fresh Start Property and Its Implications

MIT RES.6-012 Introduction to Probability, Spring 2018 View the complete course: https://ocw.mit.edu/RES-6-012S18 Instructor: John Tsitsiklis License: Creative Commons BY-NC-SA More information at https://ocw.mit.edu/terms More courses at https://ocw.mit.edu

From playlist MIT RES.6-012 Introduction to Probability, Spring 2018

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Shapes of Distributions

Identifying, symmetric, skewed, uniform, and bell-shaped distributions

From playlist Unit 1: Descriptive Statistics

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Lévy process | White noise | Wiener process | Signal processing | If and only if | Gambler's fallacy | Statistics | Exchangeable random variables | Permutation | Independence (probability theory) | Central limit theorem | De Finetti's theorem | Symmetric group | Variance | Sample space | Bernoulli process | Joint probability distribution | Probability distribution | Normal distribution | Deconvolution | Pairwise independence | Bruno de Finetti | Random variable | Probability theory | Stochastic calculus