Introduction to Probability· L03
Joint distributions & CLT
Joint laws, covariance, and the central limit theorem.
Canonical content
Full notes: Lectures 10–15 on the Notes page.
What you will cover
Joint distributions, covariance/correlation (10–12), and limit theorems / CLT (13–15).
Visualization
Lectures 10–12 — joint distributions
Visualization
Lectures 13–15 — CLT