Lecture 5 of 8week-01
Joint Distribution of Random Variables
Prof. Dharmaraja · IIT Delhi
Credits and licence
- From
- Stochastic Processes, IIT Delhi (at NPTEL)
- Licence
- CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
- Attribution
- NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
- Who can watch
- Tweens profiles and older. How courses are placed
All the lectures
- Introduction and motivation for studying stochastic processes
- Probability space and conditional probability
- Random Variable and cumulative distribution function
- Discrete Uniform Distribution
- Joint Distribution of Random Variables
- Independent Random Variables, Covariance and Correlation Coefficient and Conditional Distribution
- Conditional Expectation and Covariance Matrix
- Generating Functions, Law of Large Numbers and Central Limit Theorem