Tag: probability distribution
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2D-Random Variables
Let X and Y be two random variables defined on the same sample space S. Then the function (X,Y) that assigns a point in [katex] \mathbb{R*R} [/katex] is called a two dimensional random variable. Examples: Joint CDF of (X,Y): The joint cdf of (X,Y) is defined as: Properties of CDF: Proof of Property 1: PROOF…
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Normal Distribution
A random variable X is said to follow a Normal Distribution with parameters [katex] \mu [/katex] and [katex] \sigma [/katex] if it has a probability density function given by: A random variable X is said to follow a Normal Distribution with parameters [katex] \mu [/katex] and [katex] \sigma [/katex] if it has a distribution function…