Lecture 3. Random variables and probability densities

Statistical Data Analysis

Dmitry V. Naumov (JINR)

Draft Outline

• TODO: discrete vs continuous random variables
• TODO: PDF, CDF, normalization
• TODO: transformations of variables

Exercises

Exercise

Show that the likelihood for a Poisson count \(n\) with expectation \(\mu\) is \[ L(\mu)=\frac{\mu^n e^{-\mu}}{n!}. \]