Operations on a Single Random Variable

In our study of random variables, we use the probability density function (PDF), the cumulative distribution function (CDF), or the probability mass function (PMF) to provide a complete statistical description of the random variable. From these functions, we could, in theory, determine just about anything we might want to know about the random variable. In many cases, it is of interest to distill this information down to a few parameters which describe some of the important features of the random variable. For example, we saw in Chapter 3 that the Gaussian random variable is described by two parameters, which were referred to as the mean and variance. In this chapter, we look at these parameters ...

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