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

Lecture 18

Big example mimicking homework 8.

  1. Homework 8 clarified.
  2. Let x and y be between 0 and 1.
  3. Let f(x,y) = c(x+y2).
  4. 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

  1. The textbook price example
  2. total probability theorem

Conditional pdf and cdf for continuous random variables

  1. square and triangle examples

Conditional expectation p268

5.8 p271 Functions of 2 random variables

  1. Z=X+Y
  2. f(Z) is a superposition integral
  3. if X, Y independent, it's a convolution