6.041SC | Fall 2013 | Undergraduate
Probabilistic Systems Analysis and Applied Probability

Unit II: General Random Variables

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This unit introduces continuous random variables and develops their properties in a manner that parallels the development for the discrete case. In addition, it covers a few more advanced topics such as the derivation of the distribution of a function of a random variable, covariance and correlation, and a more abstract view of the conditional expectation.

Lecture 8: Continuous Random Variables

Lecture 9: Multiple Continuous Random Variables

Lecture 10: Continuous Bayes’ Rule; Derived Distributions

Lecture 11: Derived Distributions; Convolution; Covariance and Correlation

Lecture 12: Iterated Expectations; Sum of a Random Number of Random Variables

 Quiz 2

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Course Info
As Taught In
Fall 2013
Learning Resource Types
theaters Lecture Videos
theaters Recitation Videos
assignment_turned_in Problem Sets with Solutions
grading Exams with Solutions