6.436/15.085  Fundamentals of Probability

Hi class,

I also have your graded psets 11. You can either come to the extra office hour or arrange a time with me to pick them up.

Cheers,
Yuan

I meant in my last annoucement this Sunday (12/12) rather than 12/10.

Cheers,
Yuan

Hi class,

Solutions to pset 12 are posted, together with some final exams from previous years.

I will hold an extra office hour from 4pm to 5pm this Sunday (12/10), at the LIDS student lounge (32D-6**).

Good luck!

Cheers,
Yuan

Hi class,

Some of you have expressed concerns about orthogonality principle and multivariate normals. I have produced a writeup which hopefully explains concepts like conditional expectation, orthogonality principle and multivariate normals from a personal perspective.

It is rather informal, and the point that I want to stress is geometry rather than calculation. As the document represents to certain degree a personal bias, if you think that you understand the materials but have no idea what my writeup is about, do not worry.

Cheers,
Yuan

Hi class,

An old pset is posted, which contains materials on multivariate normals and characteristic functions. A writeup from my perspective on this subject will be posted soon.

Yuan