Probability

Entropy and Mutual Information

I’m interested in looking at some spatial mappings between pairs of cortical regions, and believe that these mappings are mediated, to some degree, by the temporal coupling between cortical areas. I don’t necessarily know the functional …

Convergence In Probability

I’m going over Chapter 5 in Casella and Berger’s (CB) “Statistical Inference”, specifically Section 5.5: Convergence Concepts, and wanted to document the topic of convergence in probability with some plots demonstrating the …

Overview of Poisson-Multinomial Relationship

In this post, I’m going to briefly cover the relationship between the Poisson distribution and the Multinomial distribution. Let’s say that we have a set of independent, Poisson-distributed random variables $Y_{1}, Y_{2}… Y_{k}$ …

Multivariate Normal Distribution

In this post, I’ll be covering the basics of Multivariate Normal Distributions, with special emphasis on deriving the conditional and marginal distributions. Given a random variable under the usual Gauss-Markov assumptions, with $y_{i} \sim …