ECSE-2500, Engineering Probability, Spring 2010, Rensselaer Polytechnic Institute
Lecture 18
Big example mimicking homework 8.
- Homework 8 clarified.
- Let x and y be between 0 and 1.
- Let f(x,y) = c(x+y2).
- Do the homework questions.
5.61 page 257 E[X+Y] = E[X]+E[Y]
Example 5.27 cos, sin are uncorrelated but dependent variables.
Conditional pmf and cdf for discrete random variables
- The textbook price example
- total probability theorem
Conditional pdf and cdf for continuous random variables
- square and triangle examples
Conditional expectation p268
5.8 p271 Functions of 2 random variables
- Z=X+Y
- f(Z) is a superposition integral
- if X, Y independent, it's a convolution