Probability And Random Variable Lecture(Lec9)

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Lecture 9 Examples of Characteristic functions

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Transcript of Probability And Random Variable Lecture(Lec9)

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Lecture 9

Examples of Characteristic functions

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Assignment

• Derive the moment generating function and using it derive the mean and variance of following random variables.

• Binomial, poisson

• Gaussian, uniform and exponential

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Transformation

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Chapter 3 is over


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