Lecture 7 Continuous Random Variables Last Time n
Lecture 7 Continuous Random Variables Last Time n Functions of DRV (cont. ) n Expectation of DRV n Variance and Standard Deviation n Conditional Probability Mass Function Reading Assignment: Sections 2. 6 -2. 9 Probability & Stochastic Processes Yates & Goodman (2 nd Edition) 7 - NTUEE SCC_04_2008
Lecture 7: Continuous Random variables Today n Continuous Random Variables (CRVs) n CDF n Probability Density Functions (PDF) n Expected Values n Families of CRVs Gaussian R. Vs Reading Assignment: Sections 3. 1 -3. 5 n Probability & Stochastic Processes Yates & Goodman (2 nd Edition) 7 -2 NTUEE SCC_04_2008
Lecture 7: Continuous R. V. Next Week n Delta Function, Mixed Random Variables n Probability Models of Derived R. Vs n Conditioning a C. R. V. n Joint C. D. F. Reading Assignment: Sections 3. 6 -4. 1 Probability & Stochastic Processes Yates & Goodman (2 nd Edition) 6 - 3 NTUEE SCC_04_2008
What have you learned? What is the probability that a random chord of a circle is longer than a side of an equilateral triangle inscribed into that circle. Probability & Stochastic Processes Yates & Goodman (2 nd Edition) 7 - 4 NTUEE SCC_04_2008
n Solution: There are three possible ways of randomly choosing a chord in a circle. All are uniform except that the sample space is different, thus giving different answers. 12 - 5
Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers SECOND EDITION Roy D. Yates David J. Goodman Definitions, Theorems, Proofs, Examples, Quizzes, Problems, Solutions Chapter 3
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