Lecture 09

January 29, 2021 less than 1 minute read

Due to an emergent event, I have office hours x 5:30-6:00 pm today (Jan 29, 2021; this change is only for today).
In Lecture 09, we finished convolution and did some exercises (3.2.4 and 3.2.10). I spent a lot of time explaining the intuition of convolution, which is averaging of a function using a weight function (that’s why convolution is an operation between two functions). Convolution is not limited to statistics, and many applications in science and engineering.
In the next lecture, we will discuss conditional densities, which I believe one of the most important concepts in Math 40. It is useful for you to interpret the conditional density as a way to make more certain predictions using data (so, we are conditioning on data).