COMPOUND Probabilities for Discrete Random Variables (9-6)
Compound Probabilities use the addition rule. To compute a compound probability, simply add the probabilities of each outcome.
From playlist Discrete Probability Distributions in Statistics (WK 9 - QBA 237)
Ch. 9 - Compound Probability (IB Math Studies)
Join me on Twitter: http://twitter.com/WhatDaMath Hello and welcome to What Da Math This video is an introduction to Compound Probability from Chapter 9 and explains difference between dependent and independent probability with examples. SUBSCRIBE for more math and math studies videos
From playlist IB Math Studies Chapter 9
Determining values of a variable at a particular percentile in a normal distribution
From playlist Unit 2: Normal Distributions
Understanding and calculating probabilities involving the difference of sample proportions using the joint distribution of the difference of sampling distributions of proportions
From playlist Unit 7 Probability C: Sampling Distributions & Simulation
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
Uniform Probability Distribution Examples
Overview and definition of a uniform probability distribution. Worked examples of how to find probabilities.
From playlist Probability Distributions
An overview and introduction to understanding sampling distributions of proportions [sample proportions] and how to calculate them
From playlist Unit 7 Probability C: Sampling Distributions & Simulation
Prob & Stats - Random Variable & Prob Distribution (29 of 53) Variance (Probability Distribution)
Visit http://ilectureonline.com for more math and science lectures! In this video I will find the variance from a sample of values with probability distributions. Next video in series: http://youtu.be/cVK8U1lAf7k
From playlist iLecturesOnline: Probability & Stats 2: Random Variable & Probability Distribution
Prob & Stats - Random Variable & Prob Distribution (45 of 53) Binomial Distribution
Visit http://ilectureonline.com for more math and science lectures! In this video I will find the standard deviation of a binomial distribution. Next video in series: http://youtu.be/qdHAvUDpk-M
From playlist iLecturesOnline: Probability & Stats 2: Random Variable & Probability Distribution
Stochastic climate models with Lévy noise by Michael Hoegele (Part 3)
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
To learn more about Wolfram Technology Conference, please visit: https://www.wolfram.com/events/technologyconference/ Speaker: Gosia Konwerska Wolfram developers and colleagues discussed the latest in innovative technologies for cloud computing, interactive deployment, mobile devices, an
From playlist Wolfram Technology Conference 2017
Statistical Rethinking 2022 Lecture 10 - Counts & Confounds
Slides and other course materials: https://github.com/rmcelreath/stat_rethinking_2022 Music etc: Intro: https://www.youtube.com/watch?v=Qut2getKFT4 River Kelvin: https://www.youtube.com/watch?v=hh2Vs13sdNk Tide machine: https://www.youtube.com/watch?v=DmxLUb8g10Q Lego tides: https://www.y
From playlist Statistical Rethinking 2022
Lognormal property of stock prices assumed by Black-Scholes (FRM T4-10)
Although the Black-Scholes option pricing model makes several assumptions, the most important is the first assumption that stock prices follow a lognormal distribution (and that volatility is constant). Specifically, the model assumes that log RETURNS (aka, continuously compounded returns)
From playlist Valuation and RIsk Models (FRM Topic 4)
RailsConf 2018: Using Skylight to Solve Real-World Performance Problems by Yehuda, Godfrey & Krystan
Using Skylight to Solve Real-World Performance Problems by Yehuda Katz, Godfrey Chan & Krystan Huffmenne This is a sponsored talk by Skylight
From playlist RailsConf 2018
Sandro Vaienti - Thermodynamic formalism for open random dynamical systems - IPAM at UCLA
Recorded 01 September 2022. Sandro Vaienti of the Université de Toulon et du Var presents "Thermodynamic formalism for open random dynamical systems" at IPAM's Reconstructing Network Dynamics from Data: Applications to Neuroscience and Beyond. Abstract: We consider random open dynamical sy
From playlist 2022 Reconstructing Network Dynamics from Data: Applications to Neuroscience and Beyond
Stochastic climate models with Lévy noise by Michael Hoegele (Part 2)
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
Hybrid sparse stochastic processes and the resolution of (...) - Unser - Workshop 2 - CEB T1 2019
Michael Unser (EPFL) / 12.03.2019 Hybrid sparse stochastic processes and the resolution of linear inverse problems. Sparse stochastic processes are continuous-domain processes that are specified as solutions of linear stochastic differential equations driven by white Lévy noise. These p
From playlist 2019 - T1 - The Mathematics of Imaging
Arithmetic (mean) versus geometric (median) stock return
The expected return of a stock is ambiguous because, if we assume returns are normal, then price levels are lognormal. In which case, the mean does not equal the median future stock price.
From playlist Intro to Quant Finance
(New Version Available) Compound Inequalities
New version: https://youtu.be/U20Dp4lPVoo http://mathispower4u.wordpress.com/
From playlist Linear and Absolute Value Inequalities