Chapter 5: Joint Probability...
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Chapter 5: Joint Probability Distributions
Transcript of Chapter 5: Joint Probability...
Chapter 5: Joint Probability Distributions
Outline – Jointly Distributed Random Variables
Outline – Expected values, covariance and correlation
Outline – Statistics and their distributions
Outline – Distribution of the Sample Mean
Outline – The Distribution of Linear Combinations
Joint Probability Mass Function
Joint Probability Density Function
Example of joint probability density
Marginal densities in example
Independent Random Variables
Conditional distributions
Expected value
Correlation
Random samples
Properties of sample mean and sample sum
Central Limit Theorem
Linear Combinations and their means
Variances of linear combinations
The difference between random variables
The Case of Normal Random Variables