#--------------------------------------------------------- # File: MIT18_05S22_in-class5-script.txt # Author: Jeremy Orloff # # MIT OpenCourseWare: https://ocw.mit.edu # 18.05 Introduction to Probability and Statistics # Spring 2022 # For information about citing these materials or our Terms of Use, visit: # https://ocw.mit.edu/terms. # #--------------------------------------------------------- Class 5 Jerry Slides 1,2 (1 minute) Agenda: Variance of discrete RV start continuous RV Slide 3 Studio 2 comments (4 minutes) Decide on the fly whether to work the example or suggest they do on their own. Jen Slide 4 variance and standard deviation (4 minutes) Highlight it's defined as the expected value of something Discuss units Slide 5 CLICKER question, order by variance (3 minutes) Short discussion based on spread Slide 6 CLICKER question, Var(X) = 0 ... (3 minutes) Discussion: variance = sum of non-negative terms. If one is nonzero then so is variance. Avoid the urge to keep talking about this Slide 7 Variance example (paused slide) (6 minutes) Work example -- directly, use board Paused slide: For E(X^2) - E(X)^2 formula. --Work this quickly by adding to X^2 to the table --Do not try to prove it. --Remind class: It's in the reading, proof is easy Slide 8 Clicker question & Table question (CQ: 1 minute, Table Q: 4 minutes:) Paused slide No discussion move right to table question TABLE question: compute variance --staff should help them Discussion -- scale matters, Don't do the computation Slide 9 Algebra of variance (2 minutes) No proofs Board questions will provide examples Slide 10 BOARD questions: Var of bernoulli, binomial etc (Work 10 min. discussion 4 min.) Discussion They will have gotten these, so no need to go through solutions Mention that using linearity requires independence Slide 11 Continuous RVs intro (1 min) Jerry Slide 12 Calculus warmup (3 min) Assume they have seen this --even if it's not fresh in their minds Do not dwell on it. Assure them we won't do hard integrals (though we may ask Wolfram Alpha to do them for us) Thinking of integrals conceptually as sums is the key Slide 13 Continuous random variables: range, pdf, cdf (3 min) Emphasize f(x) is a density and f(x)dx is a probability Slide 14 Visualization (2 min) They will see pictures like these a lot --they should get good at understanding them. Probabilities are computed by integration Slide 15 Properties of CDF (3 min) Same as discrete Highlight F' = f Slide 16 BOARD questions --pdf f(x) = cx^2 on [0,2] (Work 9 min. Discuss 5 min.) Judge by how they do whether this requires much discussion. Slide 17 Table discussion questions P(X=a) --NOT WITH CLICKERS (3 min) (2 pauses) Resist the urge to keep explaining Slide 18 Table discussion questions valid cdf --NOT WITH CLICKERS (3 min) Discussion *** If we have time: *** *** These slides will be repeated in class5b on the assumption that we won't get to them in class5. Slide 19 Exponential distr. review (1 min.) Just say this is the density. If is often used to model waiting times. Slide 20 BOARD question Finish class Discussion next time (maybe)