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

Lecture 23

Homework 9

  1. OK to hand it in Friday.
  2. Question 4 is rather easy if you approach it the right way, but very hard if you just apply brute force.

Chapter 6 p303: vector random variables

  1. a vector of n random variables. Examples:
    1. arrivals at switch from several sources
    2. defects at each of many places on chip
    3. block of audio or video samples
  2. interested in events that are hyper-rectangles in {$R^n$}
    1. P[A]
  3. joint cumulative distribution function
  4. marginal cdfs
  5. joint pmf (for discrete r.v.)
  6. marginal pmf
  7. conditional pmf
  8. independence