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Sannon Omtenta (Convergence of sequences of random variables (Central…
Sannon Omtenta
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General subjects
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Expectation, variance and covariance
Calculate pdf, identify distribution, use knowledge about distribution to identify E and Var
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Conditional expectation, calculate some conditional information and most often use variance formula to get squared expectation or something
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Transforms
Characteristic function
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Identify distribution by finding the characteristic function. Often Gamma or Fisher's if it is a strange one
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