Probability and Statistics
Moments of Distributions
Summary
This video introduces students to the moments of a distribution and how they can be used to characterize the shape of a distribution. Students apply what they learned to examples of discrete and continuous distributions.
Learning Objectives
After watching this video students will be able to:
- Explain moments of distributions.
- Compute moments and understand what they mean.
Funding provided by the Singapore University of Technology and Design (SUTD)
Developed by the Teaching and Learning Laboratory (TLL) at MIT for SUTD
MIT © 2012
It is highly recommended that the video is paused when prompted so that students are able to attempt the activities on their own and then check their solutions against the video.
During the video, students will:
- Inspect an expression for variance to convince them that the resultant value will always be non-negative.
- Compute the variance and sketch it as a function of p for a simple discrete distribution.
- Compute the first and second moments and the variance for the uniform distribution.
Course Info
Instructors
As Taught In
Fall
2013
Level
Topics
Learning Resource Types
theaters
Lecture Videos