At 12:23 it is suggested to use the earlier method (Lecture 6) to make the histogram look nicer. Better still, use the *seq()* function just introduced. *bins = seq(-6, 6, 0.2)* # range from -6 to +6 in steps of 0.2 *hist(rnorm(60000), bins )* If the *rnorm* function generates a point outside the range given in *bins* then RSTUDIO will get (mildly) grumpy. Re-plotting is unlikely to give a repeat point at such a high deviation from zero. It has to be said that the newer version of RSTUDIO (4.4.1) has much better default graphics than 3.6.3 shown in the video. The default graphs look much more professional now.
Hello! Do you have any type of exercise book for us to practice what we have been learning in this series? Thank you for the great content, it is helping me so much in transitioning from Economics to Quantitative Finance!
the video you explain is good and intuitive, but there is a shortage of videos that solve exercises and practice, exercises and practice are indispensable in every lecture
At 12:23 it is suggested to use the earlier method (Lecture 6) to make the histogram look nicer.
Better still, use the *seq()* function just introduced.
*bins = seq(-6, 6, 0.2)* # range from -6 to +6 in steps of 0.2
*hist(rnorm(60000), bins )*
If the *rnorm* function generates a point outside the range given in *bins* then RSTUDIO will get (mildly) grumpy. Re-plotting is unlikely to give a repeat point at such a high deviation from zero.
It has to be said that the newer version of RSTUDIO (4.4.1) has much better default graphics than 3.6.3 shown in the video. The default graphs look much more professional now.
Nice! Good to know :)
Thank you so much for everything. I'm wondering if you can do some of stochastic process (Filtration, martingales ...)
Great video! +1 for the RStudio theme!
Thank you sir.
Excellent as always! When you cover expectations of random variables can you include the relationship to the cdf?
Thanks and I will do it :)
Great videos, thanks for the effort!
Glad you like them!
why do you write 'F' like a 'T' with a middle bar which also sticks out on both sides?
Why not?
Hello! Do you have any type of exercise book for us to practice what we have been learning in this series? Thank you for the great content, it is helping me so much in transitioning from Economics to Quantitative Finance!
I have found the exercise book, but it has no solutions? @brightsideofmaths
I don't have exercises yet, but I want to write them even with solutions. So they will come :)
@@brightsideofmaths Awesome! Any expectations on when it is coming?
what happened to dark mode?
It's here: ua-cam.com/video/DxEbvbGUp_g/v-deo.html
Is there a book you follow or one that you can recommend? Terse is fine, if that matters.
I don't follow a book but there are a lot of good books about probability theory out there, e.g., Klenke - Probability Theory.
@@brightsideofmaths Thanks!
the video you explain is good and intuitive, but there is a shortage of videos that solve exercises and practice, exercises and practice are indispensable in every lecture
i've seen the CDF for the normal distribution before.... "error function"?
Almost :)
Did you abandon this series?
No, a lot of videos are coming here.