Lecture 11: Derived Distributions; Convolution; Covariance and Correlation

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Lecture Topics

Lecture_11.jpg
  • Derived distributions for monotonic functions
  • The PDF of the sum of independent random variables
  • Covariance and correlation

Lecture Activities

Recitation Problems and Recitation Help Videos

Review the recitation problems in the PDF file below and try to solve them on your own. One of the problems has an accompanying video where a teaching assistant solves the same problem.

Recitation Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
2 {'English - US': '/courses/electrical-engineering-and-computer-science/6-041sc-probabilistic-systems-analysis-and-applied-probability-fall-2013/unit-ii/lecture-11/the-difference-of-two-independent-exponential-random-variables/MIT6_041SCF13_The_Difference_of_2_Independent_Exponential_Random_Variables_300k.srt'}The Difference of Two Independent Exponential Random Variables (00:06:12) Kuang Xu

Tutorial Problems and Tutorial Help Videos

Review the tutorial problems in the PDF file below and try to solve them on your own. One of the problems has an accompanying video where a teaching assistant solves the same problem.

Tutorial Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
1 {'English - US': '/courses/electrical-engineering-and-computer-science/6-041sc-probabilistic-systems-analysis-and-applied-probability-fall-2013/unit-ii/lecture-11/the-sum-of-discrete-and-continuous-random-variables/MIT6_041SCF13_The_Sum_of_Discrete_and_Continuous_R_V_S_300k.srt'}The Sum of Discrete and Continuous Random Variables (00:05:37) Jagdish Ramakrishnan

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