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. We will finish the discussing next time with the Bernoulli-based discrete variables and Poisson processes.
Archived lectures from undergraduate course on stochastic simulation given at Arizona State University by Ted Pavlic
Tuesday, September 20, 2022
Lecture D2 (2022-09-20): Probabilistic Models
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