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Lecture D1 (2021-09-16): Probability and Random Variables
IEE 475: Simulating Stochastic Systems
English - September 16, 2021 20:33Courses Education simulation stochastic des dess discrete event system industrial engineering modeling Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
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Next Episode: Lecture D2 (2021-09-21): Probabilistic Models
In this lecture, we use motivation from stochastic modeling (i.e., incorporating randomness into models in order to capture realistic variation without having to specify a great many details) to formally introduce random variables and probability spaces (as a subset of measure theory). We heavily lean on the analogy between probability and mass as we introduce the sample space, probability measure, random variable, probability mass function (pmf), probability density function (pdf), cumulative distribution function (cdf), and moments (including expectation and central moments as in variance).