Functions of Random Variables
Abstract
This chapter deals with functions of random variables including linear and power functions of one random variable, moments of functions of one random variable, sums of independent random variables, the maximum and minimum of two independent random variables, two functions of two random variables, laws of large numbers, the central limit theorem, and order statistics.
Keywords
Function of random variables
sum of random variables
maximum of random variables
minimum of random variables
laws of large numbers
central limit theorem
order statistics
6.1 Introduction
The previous chapters discussed basic properties of events defined in a given sample space and the random variables used to represent ...
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