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Jointly continuous random variables - PowerPoint PPT Presentation

UNIT-2 Multiple Random Variable

UNIT-2 Multiple Random Variable. 4.1 Vector Random Variables 4.2 Pairs of Random Variables 4.3 Independence of Two Random Variables 4.4 Conditional Probability and Conditional Expectation 4.5 Multiple Random Variables 4.6 Functions of Several Random Variables

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2. Review of Probability and Statistics

2. Review of Probability and Statistics. Refs: Law & Kelton, Chapter 4. Random Variables. Experiment : a process whose outcome is not known with certainty Sample space : S = {all possible outcomes of an experiment} Sample point : an outcome (a member of sample space S)

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Example

Example. A device containing two key components fails when and only when both components fail. The lifetime, T 1 and T 2 , of these components are independent with a common density function given by

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Jointly continuous random variables - PowerPoint PPT Presentation

UNIT-2 Multiple Random Variable

2. Review of Probability and Statistics

Example