Joint and conditional p.d.f.’s, conditional expectation and variance, moment generating function, covariance, and correlation coefficient
A brief description of the material discussed in this chapter is as follows. In the first section, two r.v.'s are considered and the concepts of their joint probability distribution function, joint d.f., and joint p.d.f. are defined. The basic properties of the joint d.f. are given, and a number of illustrative examples are provided. On the basis of a joint d.f., marginal d.f.'s are defined. Also, through a joint p.d.f., marginal and conditional p.d.f.'s are defined, and illustrative examples are supplied. By means of conditional p.d.f.'s, conditional expectations and conditional variances are defined ...
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