random-variables-i.pdf

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1、Random variables I Probability Examples c2 Leif Mejlbro Download free books at LeifMejlbroProbabilityExamplesc-2RandomvariablesI2ProbabilityExamplesc-2–RandomvariablesI©2009LeifMejlbro&VentusPublishingApSISBN978-87-7681-516-53RandomvariablesIContentsContentsIntroduction31Sometheor

2、eticalresults42Simpleintroducingexamples183Frequenciesanddistributionfunctionsin1dimension204Frequenciesanddistributionsfunctions,2dimensions335Functionsofrandomvariables,ingeneral756Inequalitiesbetweentworandomvariables817FunctionsY=f(X)ofrandomvariables938Functionsoftworandomvar

3、iables,f(X;Y)1079Meansandmomentsofhigherorder12910Meanandvarianceinspecialcases143Index157Fast-trackyourcareerMastersinManagementStandoutfromthecrowdDesignedforgraduateswithlessthanoneyearoffull-timepostgraduateworkexperience,LondonBusinessSchool’sMastersinManagementwillexpandyour

4、Pleaseclicktheadvertthinkingandprovideyouwiththefoundationsforasuccessfulcareerinbusiness.Theprogrammeisdevelopedinconsultationwithrecruiterstoprovideyouwiththekeyskillsthattopemployersdemand.Through11monthsoffull-timestudy,youwillgainthebusinessknowledgeandcapabilitiestoincreasey

5、ourcareerchoicesandstandoutfromthecrowd.LondonBusinessSchoolApplicationsarenowopenforentryinSeptember2011.Regent’sParkLondonNW14SAUnitedKingdomFormoreinformationvisitwww.london.edu/mim/Tel+44(0)2070007573Emailmim@london.eduemailmim@london.eduorcall+44(0)2070007573www.london.edu/mi

6、m/4RandomvariablesIIntroductionIntroductionThisisthesecondbookofexamplesfromtheTheoryofProbability.Thistopicisnotmyfavourite,however,thankstomyformercolleague,OleJørsboe,Isomehowmanagedtogetanideaofwhatitisallabout.ThewayIhavetreatedthetopicwilloftendivergefromthemoreprofessionalt

7、reatment.Ontheotherhand,itwillprobablyalsobeclosertothewayofthinkingwhichismorecommonamongmanyreaders,becauseIalsohadtostartfromscratch.Thetopicitself,RandomVariables,issobigthatIhavefeltitnecessarytodivideitintothreebooks,ofwhichthisisthefirstone.Weshallheredealwiththebasicstuff,i.

8、e.frequenciesanddistributionfunct