2

Random Variables (Discrete and Continuous)

Prerequisites

Before you start reading this unit, you should:

  • Have some knowledge on definite integrals
  • Know to solve double integrals (multiple integrals)
  • Know about probability and calculating it for simple problems

Learning Objectives

After going through this unit, you would be able to:

  • Know and differentiate between discrete and continuous random variables
  • Know the density and distribution functions for discrete and continuous variables
  • Know about joint probability distributions
  • Know about stochastic independence of random variables
  • Have an idea of transformation of one and two dimensional random variables
INTRODUCTION

In the previous Unit, we are familiar with some new terms like random experiment, ...

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