CHAPTER 5

Pairs of Random Variables

The previous two chapters dealt with the theory of single random variables. However, many problems of practical interest require the modeling of random phenomenon using two or maybe even more random variables. This chapter extends the theory of Chapters 3 and 4 to consider pairs of random variables. Chapter 6 then generalizes these results to include an arbitrary number of random variables. A common example that involves two random variables is the study of a system with a random input. Due to the randomness of the input, the output will naturally be random as well. Quite often it is necessary to characterize the relationship between the input and the output. A pair of random variables can be used to characterize ...

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