Unit II: General Random Variables

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This unit introduces continuous random variables and develops their properties in a manner that parallels the development for the discrete case. In addition, it covers a few more advanced topics such as the derivation of the distribution of a function of a random variable, covariance and correlation, and a more abstract view of the conditional expectation.

Lecture_8.jpgLecture 8: Continuous Random Variables

Lecture_9.jpgLecture 9: Multiple Continuous Random Variables

Lecture_10.jpgLecture 10: Continuous Bayes' Rule; Derived Distributions

Lecture_11.jpgLecture 11: Derived Distributions; Convolution; Covariance and Correlation

Lecture_12.jpgLecture 12: Iterated Expectations; Sum of a Random Number of Random Variables

Quiz_2.jpg Quiz 2

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