Probabilistic Systems Analysis and Applied Probability

Lecture 11: Derived Distributions; Convolution; Covariance and Correlation

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Lecture Topics

Derived distributions for monotonic functions The PDF of the sum of independent random variables Covariance and correlation

Lecture Activities

• Watch the Lecture 11: Derived Distributions; Convolution; Covariance and Correlation Video by Prof. Tsitsiklis (00:51:53)
• Review the Lecture 11: Derived Distributions; Convolution; Covariance and Correlation Slides (PDF)
• Read Sections 4.1–4.2 in the textbook

Recitation Problems and Recitation Help Videos

Review the recitation problems in the PDF file below and try to solve them on your own. One of the problems has an accompanying video where a teaching assistant solves the same problem.

• Recitation 12 Problems (PDF)
• Recitation 12 Solutions (PDF)

Recitation Help Videos

PROBLEM #	PROBLEM TITLE	PROBLEM SOLVED BY
2	The Difference of Two Independent Exponential Random Variables	Kuang Xu

Tutorial Problems and Tutorial Help Videos

Review the tutorial problems in the PDF file below and try to solve them on your own. One of the problems has an accompanying video where a teaching assistant solves the same problem.

• Tutorial 6 Problems (PDF) Do ONLY Problem 1
• Tutorial 6 Solutions (PDF)

Tutorial Help Videos

PROBLEM #	PROBLEM TITLE	PROBLEM SOLVED BY
1	The Sum of Discrete and Continuous Random Variables	Jagdish Ramakrishnan

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