DiscoverIEE 475: Simulating Stochastic SystemsLecture D2 (2024-09-24): Probabilistic Models
Lecture D2 (2024-09-24): Probabilistic Models

Lecture D2 (2024-09-24): Probabilistic Models

Update: 2024-09-24
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In this lecture, we review basic probability fundamentals (measure spaces, probability measures, random variables, probability density functions, probability mass functions, cumulative distribution functions, moments, mean/expected value/center of mass, standard deviation, variance), and then we start to build a vocabulary of different probabilistic models that are used in different modeling contexts. These include uniform, triangular, normal, exponential, Erlang-k, Weibull, and Poisson variables. If we do not have time to do so during this lecture, we will finish the discussion in the next lecture with the Bernoulli-based discrete variables and Poisson processes.

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Lecture D2 (2024-09-24): Probabilistic Models

Lecture D2 (2024-09-24): Probabilistic Models

Theodore P. Pavlic