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

Lecture 11

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