4. Transformations Flashcards
1
Q
Theorem 4.1
Univariate transformation.
A
2
Q
Definition 4.1
Standard Normal
A
3
Q
Definition 4.2
General Normal.
A
4
Q
Lemma 4.1
If X, Y are two independent standard Normal, then X + Y ~…
A
5
Q
Definition 4.3
Lognormal.
A
6
Q
Definition 4.4
Chi-squared.
A
7
Q
Definition 4.5
Joint distribution.
A
8
Q
Definition 4.6
Multivariate distribution function.
A
9
Q
Marginal distribution.
A
10
Q
Definition 4.7
Covariance.
A
11
Q
Lemma 4.2
Independence implies zero covariance.
Defn of Correlation
A
12
Q
Lemma 4.3
If X and Y defined on same probability space with finite second moments, then Var(…) = …
A
13
Q
Corollary 4.1
correlation inequality.
A
14
Q
Corollary 4.2
If X_1, …, X_n independent with finite second moments, then Var(…) = …
A
15
Q
Lemma 4.4
Means, variances, and covariances of Multinomial distribution.
A
