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ProbabilityThe blog for Richard Weber's course on Probability for first year mathematicians at Cambridge in winter 2015.
http://weberprobability.blogspot.com/
The blog for Richard Weber's course on Probability for first year mathematicians at Cambridge in winter 2015.
http://weberprobability.blogspot.com/
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Probability | weberprobability.blogspot.com Reviews
https://weberprobability.blogspot.com
The blog for Richard Weber's course on Probability for first year mathematicians at Cambridge in winter 2015.
Probability: January 2015
http://weberprobability.blogspot.com/2015_01_01_archive.html
The blog for Richard Weber's course on Probability for first year mathematicians at Cambridge in winter 2015. Friday, 30 January 2015. The St Petersburg Paradox. In Lecture 7 I mentioned that $EX$ may not exist, and that for a random variable $X$ such that $X geq 0$ it is possible for $EX= infty$. Here's a famous example arising from the case $EX= infty$. See also, Examples sheet 3. The St Petersburg Paradox. How much would you be willing to pay to play the following game? The St Petersburg Paradox.
Probability: January 2014
http://weberprobability.blogspot.com/2014_01_01_archive.html
The blog for Richard Weber's course on Probability for first year mathematicians at Cambridge in winter 2015. Friday, 31 January 2014. The St Petersburg Paradox. In Lecture 7 I mentioned that $EX$ may not exist, and that for a random variable $X$ such that $X geq 0$ it is possible for $EX= infty$. Here's a famous example arising from the case $EX= infty$. See also, Examples sheet 3. The St Petersburg Paradox. How much would you be willing to pay to play the following game? The St Petersburg Paradox.
Probability: Lecture 24
http://weberprobability.blogspot.com/2015/03/lecture-24.html
The blog for Richard Weber's course on Probability for first year mathematicians at Cambridge in winter 2015. Wednesday, 11 March 2015. The overhead slides I used for our last lecture are here. Best downloaded and viewed with a pdf reader, rather than as a web page). I showed you a bit of Large deviation theory. From a talk I once gave, pages 5–9. This note on the Cramer-Chernoff theorem. Is also good. Interestingly, Chernoff says in an interview with John Bather. I thought it was nice that in showing yo...
Probability: March 2014
http://weberprobability.blogspot.com/2014_03_01_archive.html
The blog for Richard Weber's course on Probability for first year mathematicians at Cambridge in winter 2015. Wednesday, 12 March 2014. The notes have been a work in progress, and many small corrections have been made along our way. You should make sure now to obtain an up-to-date copy. I think that as of now, March 12, 12.30pm, very few typos remain. But if, during your reading this vacation, you think you find any further typos please let me know! Non-examinable bits are put in * * just after the title...
Probability: Lecture 23
http://weberprobability.blogspot.com/2015/03/lecture-23.html
The blog for Richard Weber's course on Probability for first year mathematicians at Cambridge in winter 2015. Monday, 9 March 2015. Is the same thing as the continuity theorem given in today's lecture, but for characteristic functions. Here is a little more history about the Central Limit Theorem. Writes in his book, Understanding Probability: Chance Rules in Everyday Life. Cambridge: Cambridge University Press, 2004,. The Central Limit Theorem for Bernoulli trials was first proved by Abraham de Moivre.
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Probability
The blog for Richard Weber's course on Probability for first year mathematicians at Cambridge in winter 2015. Wednesday, 11 March 2015. The overhead slides I used for our last lecture are here. Best downloaded and viewed with a pdf reader, rather than as a web page). I showed you a bit of Large deviation theory. From a talk I once gave, pages 5–9. This note on the Cramer-Chernoff theorem. Is also good. Interestingly, Chernoff says in an interview with John Bather. I thought it was nice that in showing yo...
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