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Lecture 12 Vectors of Random Variables

Lecture 12 Vectors of Random Variables. Last Time Expected Values Conditioning by an Event Conditioning by an RV Independent RVs Reading Assignment : Sections 4.6-4.10. Probability & Stochastic Processes

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Basics on Probability

Basics on Probability. Jingrui He 09/11/2007. Coin Flips. You flip a coin Head with probability 0.5 You flip 100 coins How many heads would you expect. Coin Flips cont. You flip a coin Head with probability p Binary random variable Bernoulli trial with success probability p

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The Mean of a Discrete RV

The Mean of a Discrete RV. The mean of a RV is the average value the RV takes over the long-run. The mean of a RV is analogous to the mean of a large population. The mean of a RV is different than a sample mean, which is the average of a sample of size n taken from a population.

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Joint Density Function

Joint Density Function. The joint density function of two random variables X and Y , denoted f X,Y ( x , y ) gives the density of probability per unit area at the point ( x , y ). Marginal Densities. Joint Density for Independent RVs.

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Independent rvs - PowerPoint PPT Presentation

Lecture 12 Vectors of Random Variables

Basics on Probability

The Mean of a Discrete RV

Joint Density Function