random variables - northeastern university

RANDOM VARIABLESSHORT REVIEW

CS6140

Predrag RadivojacKHOURY COLLEGE OF COMPUTER SCIENCES

NORTHEASTERN UNIVERSITY

Spring 2021

RANDOM VARIABLES

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EXAMPLE: RANDOM VARIABLES

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EXAMPLE: RANDOM VARIABLES

RANDOM VARIABLE: FORMAL DEFINITION

DISCRETE RANDOM VARIABLE

EXERCISE: QUANTIZATION

CONTINUOUS RANDOM VARIABLE

CONTINUOUS RANDOM VARIABLE

JOINT AND MARGINAL DISTRIBUTIONS

EXERCISE: JOINT DISTRIBUTIONS

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JOINT AND MARGINAL DISTRIBUTIONS

CONDITIONAL DISTRIBUTIONS

CHAIN RULE

INDEPENDENCE OF RANDOM VARIABLES

EXPECTATIONS

WELL-KNOWN EXPECTATIONS

CONDITIONAL EXPECTATIONS

EXERCISE: EXPECTATIONS

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EXPECTATIONS FOR TWO VARIABLES

WELL-KNOWN EXPECTATIONS

MIXTURES OF DISTRIBUTIONS

MIXTURES OF GAUSSIANS

GRAPHICAL REPRESENTATIONS

GRAPHICAL REPRESENTATIONS

GRAPHICAL REPRESENTATIONS