Probability Calculus II

About

• Syllabus (in Portuguese)

Lecture Slides

• Slides 01 – Fundamental concepts
• Slides 02 – Random vectors
• Slides 03 – Marginal and conditional distributions
• Slides 04 – Expectations and covariances
• Slides 05 – Generating functions
• Slides 06 – Multivariate distributions
• Slides 07 – Moment generating functions for obtaining distributions
• Slides 08 – Jacobian method
• Slides 09 – Convolution methods

Supplementary Materials

• 2026 Academic Calendar (in Portuguese)
• Probability Exercises (in Portuguese)
• Table of commom distributions
• Youtube playlist with the lectures from the second semester of 2021 (in Portuguese)