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

Looking for something specific in this course? The Resource Index compiles links to most course resources in a single page.

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Lecture Topics

  • Four variants of the Bayes’ rule
  • Derived distributions

Lecture Activities

Recitation Problems and Recitation Help Videos

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

Recitation Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
1 Inferring a Discrete Random Variable from a Continuous Measurement Jimmy Li
2 Inferring a Continuous Random Variable from a Discrete Measurement Jimmy Li
3 A Derived Distribution Example Jimmy Li

Tutorial Problems and Tutorial Help Videos

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

Tutorial Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
2 The Probability Distribution Function (PDF) of [X] Jimmy Li
3 Ambulance Travel Time Kuang Xu

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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

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 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 Help Videos

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

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Lecture Topics

  • Conditional expectation

    • Law of iterated expectations
    • Law of total variance
  • Sum of a random number of independent random variables

    • Mean, variance

Lecture Activities

Recitation Problems and Recitation Help Videos

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

Recitation Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
2 The Variance in the Stick Breaking Problem Jimmy Li
3 Widgets and Crates Jimmy Li

Tutorial Problems and Tutorial Help Videos

Review the tutorial problems in the PDF file below and try to solve them on your own. Two of the problems have an accompanying video where a teaching assistant solves the same problem. There is also a bonus video solving a problem not represented in the tutorial problems.

Tutorial Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
2 Using the Conditional Expectation and Variance Katie Szeto 
3 A Random Number of Coin Flips Katie Szeto 
Bonus Problem A Coin with Random Bias Jimmy Li

Problem Set and Solutions

Work the problems on your own and check your answers when you’re done. Problem set 6 covers Lectures 10, 11, and 12.

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Lecture Topics

  • Probability density functions
  • Cumulative distribution functions
  • Normal random variables

Lecture Activities

Recitation Problems and Recitation Help Videos

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

Recitation Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
1 Calculating a Cumulative Distribution Function (CDF)

Jimmy Li
2 A Mixed Distribution Example Jagdish Ramakrishnan
3 Mean and Variance of the Exponential Jagdish Ramakrishnan

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 Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
 1 Normal Probability Calculation Jagdish Ramakrishnan

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Lecture Topics

  • PDF review
  • Multiple random variables
    • Conditioning
    • Independence
  • Examples
    • Buffon’s needle
    • Stick breaking

Lecture Activities

Recitation Problems and Recitation Help Videos

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

Recitation Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
3 Uniform Probabilities on a Triangle Jimmy Li
4 Probability that Three Pieces Form a Triangle Jimmy Li

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 Help Videos

PROBLEM # PROBLEM TITLE PROBLEM SOLVED BY
3 The Absent Minded Professor Jimmy Li

Problem Set and Solutions

Work the problems on your own and check your answers when you’re done. Problem set 5 covers Lectures 8 and 9.

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Quiz Information

Quiz 2 covers the following material

  • Lectures 1 through 12
  • Textbook Chapters 1 and 4
  • Recitations 1 through 13
  • Tutorials 1 through 6
  • Problem Sets 1 through 6

Preparation Activities

Quiz and Solutions

Take the quiz on your own and check your answers when you’re done.

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Course Info

As Taught In
Fall 2013
Learning Resource Types
Lecture Videos
Recitation Videos
Problem Sets with Solutions
Exams with Solutions