Module: Gaussians

Basics of Gaussian Random Variables, univariate and multivariate.

Dates: Fri, Nov 10 - Wed, Nov 22

Learning Outcomes

Competent with basics of univariate and multivariate Gaussians

Readings

Handout: Univariate and Multivariate Gaussians

Univariate and Multivariate Gaussians, conditional expectation

Experiential Learning

The Central Limit Theorem

Simulate the Central Limit Theorem

Tour of applications

Some common application contexts for Gaussians