Introduction to statistics for machine learning.
1-2 hours per week, for 8 weeks
Topics
The type-I generalized extreme value (GEV) distribution is:
$$ F(x;\mu,\sigma,0) = e^{-e^{(x-\mu)/\sigma}} \text{ for } x \in \mathbf{R} $$
$E(X) = \mu + \gamma \sigma$ is the mean where $\gamma \approx 0.57721$ is the Euler’s constant. The standard deviation equals $\sigma \pi / \sqrt{6}$. The median equals $\mu - \sigma \ln(\ln(2))$.
Quiz
What is the parameter $\mu$?
The parameter $\mu$ is the mean or expectation of the distribution.