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thanks!

please what books are using?

this is so tough :(

Your bookdown book is outstanding - thank you very much for making these resources public!

7:08 Bc7??

Thanks for the explanation!

this explanation was so clear and helped me understand this so much better thanks so much

I am trying to run this code in my R-studio but I get a really different outcome than yours even if i try the same steps. Where can i find this R-code script?

This is one of the most brilliant games out there! So was Gufeld title this himelf as the mona lisa of chess?

stunning game wow

Idk, somehow this messes with me. Two things: I cant understand why it makes no difference. I see it this way: If I go second, there is a chance that the first guy already lost, meaning I win. If I go first however that chance does not exist. Furthermore, second is better in the sense that if it does go to shot 5 and the other guy survives it, you know that the bullet is in the sixth chamber so naturally you dont have to pull the trigger if that makes sense.

very nice - Borat

very nice - borat

I think there might be a mistake - shouldnt the sum be from x=0 to infinity not s=0 infinity? Sure looks like that judging from the working

"Very nice" - Borat

Great video, this way so helpful and explained really clearly. Thank you!

Liked the first 9 minutes. I hope I like the entire playlist

Can we equate sample harmonic mean with 1/E(1/X) in this method?

why is the probability p/q and not 1 for the case of p<q?

PLEASE COME BACK AND DO A STOCHASTIC SERIES :(

How do we get the weights when there are more than two stocks?

great video, thanks so much

Stumbled onto this, and it really clarified things -- thank you, Professor. To anyone looking upon: what really helped things click was working out how a random walk works, then watching this. Much love.

Solving the equation is not clear to me because only if p>q then you can take (p-q) out of |p-q| right? But you just did it and then made two cases.

I have no problems plugging in the numbers. But why are we still considering X's probability density function if we're looking at X^2? That's the big question for me. The probability function X^2 is different from that of X, still we can manage to use that from X only, I can't wrap my head around it nor I can understand its geometrical intuition.

Thank you for posting an excellent video. I learned so much!!! I'm trying to come up with a return of my portfolio that has several mutual funds. At least one of them doesn't have all the data (e.g., it starts on 2020-01-02 whereas the others start on 2007-01-03). As a result, I can't combine the returns. Do you've a suggestion for how to solve this issue?

Thank you so much

you sir, have saved my degree. you explain things so simply and i appreciate you so so much :) <3

thanks

Having run a Russian Roulette spreadsheet simulation 100,000 times I can say that it is better to go second. Person 1 dies on average 51.7% of the time compared to person 2 who dies 48.3% of the time... Your symmetry scenario does not accurately reflect the underlying probabilities..

Always happy to see a king's indian in top level play!

I am a Student at Stevens doing my Msc in Fin Eng, this is a great video, thank you. I love the fact that you kept the concept at the forefront and used the maths as a supplement

Very useful!

I was searching for the lotus Equation and how it happens... I was thinking how it can relate to the real lotus... Does mathematics has to do with our life how we were made... Thanks anyway...

the clicking and highlighting needs to stop haha

Nice video bro Could you recommend a bibliography or some sources to obtain more information about prior and posterior distributions?

How do I close that "Kyle throws a hail mary" overlay off? It's the most annoying thing to watch a video and not be able to close it.

I hate this channel has that overlay near the end of the video. Can we move these important videos to a venue that doesn't do this?

Hello. Thank you for your well-explained videos, I would like to contact to you, could you please leave me email. (I want to learn stochastic proccesses from basics and I need online tutor)

What a beautiful immortal. Well presented, too!

Why pawn h3 is needed?

What if he takes the knight instead of the queen

This is great, perfect combo of complexity and insight

When you put O^O in the calculator, it is undefined. In your video, you have 0^0+1. Can you explain what is correct and why please? Also, your videos are a God-send as they are helping me through Stochastic Modeling this semester bro!

Hi. I've been following your videos, they are very nicely made. I have a question about your section 7.2.4: Once you're treating the asymmetric case, I don´t see how you arrive at the same formula for log(1+u) and log(1+d) as in the symmetric case. Given that p is not 1/2, your parameter 'sigma' as it appears in their formulae cannot possibly correspond to a variance any longer, since now you have to take weighted averages of the squared variables.

aaaha now i get it, thank you

Hey just wanted to ask something, in the first equation; we assumed that we are already on the first step thus, we added 1 then since we are on the first step reached (1) the probability of going up will be 0. No problem until here, but; you are mentioning that you are at 0 when illustrating that you are going down, but you mentioned that we were at (1) in the other parts of the equation. If we are at one, and if we go down (0) and 1 step for going there and 1 step for going back to (0) to (1) again? Could you please clear that for me? Thank you so much!!

You are an awesome person dude! Helped me a lot!

Your explanation is so clear and easy to follow. Thank you for your work!

Thank you so much! Your explanation has helped me a lot in understanding the Bayesian approach.