Monday, October 19, 2015

Multiple Discrete Random Variables

• joint probability mass functions
• an example
• marginal probability mass functions
• expectations of functions of several variables
• expectation of a sum

Jointly Continuous Random Variables

• joint probability density functions
• an example
• marginal probability density functions
• expectations of functions of several variables

Independent Random Variables

• definition
• factorization of pdf's and pmf's

Reading

Sections 4.2, 4.5