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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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Taylor approximation of a function of a random variable

Suppose we have a random variable $X$ and a smooth function $g$. We want to calculate the expectation value $\mathbb{E}(g(X))$. To be able to write down at least an approximate solution, we perform a …
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