ECSE-2500, Engineering Probability, Spring 2010, Rensselaer Polytechnic Institute

# Lecture 11

- Review of working through mean, variance of uniform distribution.
- Review of working through mean, variance of geometric distribution.
- Exercise 3.89 on page 139.
- Think about exercise 3.92; we'll do it in class on Fri.
- Exponential r.v. Memoryless.
- Gaussian continuous r.v.: mean, variance. Its importance.
- Gamma r.v.
- Cauchy r.v. Has no moments (i.e., the integrals diverge).
- Inequalities
- Characteristic function