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

# Lecture 21

# 5.9 Pairs of Gaussian r.v.

- (Review) Integrate {$ \exp(-x^2) $}.
- X is N(0,s). Y is N(0,1). Find f
_{X+Y}. - Example 5.31 p264.
- Example 5.32 p267. There's a typo; it should refer to example 5.16, not 5.8. (I didn't do this one, but if you look at it, you need to know about the typo.)
- Example 5.33.
- Example 5.34 p267.