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

# 5.9 Pairs of Gaussian r.v.

1. (Review) Integrate {$\exp(-x^2)$}.
2. X is N(0,s). Y is N(0,1). Find fX+Y.
3. Example 5.31 p264.
4. 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.)
5. Example 5.33.
6. Example 5.34 p267.