I hope there won't be many of these posts, but some are unavoidable in a course that goes where no course has gone before. So let's get to it: in class we proved that if $f(X_1,X_2)$ is a function of two independent random variables then
$\mathbb{V}_{X_2}[\mathbb{E}_{X_1}f(X_1,X_2)]\leq \mathbb{E}_{X_1}[\mathbb {V}_{X_2}f(X_1,X_2)]$. We gave a condition for when equality holds above, which was wrong. Finding what is the correct necessary and sufficient condition appears as a question in the first home assignment.
Wednesday, February 27, 2008
The first mistake announcement
Blog math
The story of including math formulae in web pages and blogs in particular is long and sad. The best I could do to solve the problem here is use some script that translates latex to mathml, which is a standard for math on the web. One catch with this approach is that firefox often needs new fonts to be installed for this to work well, and explorer may need a special plugin (I don't know the situation with other browsers).
If the formula
and the formula
$\displaystyle{Y=\sqrt{\frac{X^2+1}{2\cdot\frac1{1+\beta}}}}$
don't look kinda the same to you, your browser may need some assistance.
For firefox help try here, and for explorer this plugin should do the trick.
New home assignment
Hi Everyone, I got some great news for you - the first homework is out and is available from the course homepage. Submission is due on Monday, March 10th - please submit directly to Amir.
Even if you do not need credit for the course, I advise you to at least take a look at this and other homework assignments - they will often cover interesting or delicate points that I didn't have time to go over in class. Have fun, and add comments on this post if you have questions, problems or protests.
Thursday, February 21, 2008
123 testing
Hi Everyone,
this is the blog where I will announce exercises, procedural details, and embarrassing mistakes for the course "Harmonic Analysis of Boolean Functions and Application to Computer Science". The Course will be given in the autumn of 2008. Participants of the course should subscribe to the blog. If you, like me, are not familiar with RSS, the easiest thing would be to use the link on the right of this page and subscribe to get the new posts of this blog by email.
Hope you enjoy the course.
g
P.S.: If you feel like leaving comments on any of the posts, please do. I'll try to reply when appropriate.