Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Lecture

Advanced Probability: Summary

In course

CS-101: Advanced information, computation, communication I

Discrete mathematics is a discipline with applications to almost all areas of study. It provides a set of indispensable tools to computer science in particular. This course reviews (familiar) topics as diverse as mathematical reasoning, combinatorics, disc ...

Description

This lecture covers random variables, sample spaces, probability distributions, functions, expected value, variance, standard deviation, and estimations in advanced probability theory.

Instructor

Karl Aberer

Karl Aberer received his PhD in mathematics in 1991 from the ETH Zürich. From 1991 to 1992 he was postdoctoral fellow at the International Computer Science Institute (ICSI) at the University of California, Berkeley. In 1992, he joined the Integrated Publication and Information Systems institute (IPSI) of GMD in Germany, where he was leading the research division Open Adaptive Information Management Systems. In 2000 he joined EPFL as full professor. Since 2005 he is the director of the Swiss National Research Center for Mobile Information and Communication Systems ( NCCR-MICS, www.mics.ch ). He is member of the editorial boards of VLDB Journal, ACM Transaction on Autonomous and Adaptive Systems and World Wide Web Journal. He has been consulting for the Swiss government in research and science policy as a member of the Swiss Research and Technology Council ( SWTR ) from 2003 - 2011.

Official source

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Related concepts (32)

Random variable

A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. The term 'random variable' can be misleading as it is not actually random nor a variable, but rather it is a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads and tails ) in a sample space (e.g., the set ) to a measurable space (e.g., in which 1 corresponding to and −1 corresponding to ), often to the real numbers.

Complex random variable

In probability theory and statistics, complex random variables are a generalization of real-valued random variables to complex numbers, i.e. the possible values a complex random variable may take are complex numbers. Complex random variables can always be considered as pairs of real random variables: their real and imaginary parts. Therefore, the distribution of one complex random variable may be interpreted as the joint distribution of two real random variables.

Multivariate random variable

In probability, and statistics, a multivariate random variable or random vector is a list or vector of mathematical variables each of whose value is unknown, either because the value has not yet occurred or because there is imperfect knowledge of its value. The individual variables in a random vector are grouped together because they are all part of a single mathematical system — often they represent different properties of an individual statistical unit.

Exchangeable random variables

In statistics, an exchangeable sequence of random variables (also sometimes interchangeable) is a sequence X1, X2, X3, ... (which may be finitely or infinitely long) whose joint probability distribution does not change when the positions in the sequence in which finitely many of them appear are altered. Thus, for example the sequences both have the same joint probability distribution. It is closely related to the use of independent and identically distributed random variables in statistical models.

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. Statistics commonly deals with random samples. A random sample can be thought of as a set of objects that are chosen randomly.

Related lectures (36)

Advanced Probabilities: Random Variables & Expected Values

Explores advanced probabilities, random variables, and expected values, with practical examples and quizzes to reinforce learning.

Random Variables and Expected Value

Introduces random variables, probability distributions, and expected values through practical examples.

Stochastic Processes: Review and Properties

Covers the review of random variables, probability density functions, variance, and Gaussian processes.

Conditional Density and Expectation

Covers conditional density, independence of random variables, expectation, and variance calculation.

Probability and Statistics