STAT265 : Chapter 5: Bivariate and Multivariate Probability Distributions: Notes done in LaTeX
22 Dec 2011
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Expected value of a function of random variables . The expected value and variance of linear functions of random variables . A quick way to find e(x), e(cid:0)x 2(cid:1), e (xy ) , . For a discrete random variable y, the function p de ned by is called the probability mass function of y. p (y) = p (y = y) Draw two cards without replacement from a deck of cards and let h be the number of hearts. Its probability function is given in the following table. For any random variable y, the function f de ned by. 34 is called the distribution function of y. The distribution function of h is given by. P ( = 1) = 1 p ( = 0) p ( = 1) For a continuous random variable y, the function f de ned by is called the probability density function of y. f (y) = f (cid:48) (y)
