Two dimensional continuous random variables

16 Outubro 2013, 15:30 • Graça Leão Fernandes

Definition of joint probability density function and its properties.

Definition and calculus  of marginal probability density functions and its properties.

Definition and calculus of marginal distribution functions and its properties.

Definition, calculus and interpretation of conditional probability density functions and its properties.

---

Two dimensional random variables

14 Outubro 2013, 16:00 • Graça Leão Fernandes

Definition of joint probability function and its properties.

Definition and calculus  of marginal probability functions and its properties.

Definition and calculus of marginal distribution functions and its properties.

Definition, calculus and interpretation of conditional probability functions and its properties.

---

Continuous and mixed random variables. The distribution function technique.

7 Outubro 2013, 16:00 • Graça Leão Fernandes

Continuous random variables:

       - probability density function;

       - cumulative distribution function;

       - Computing probabilities of intervals in R.

 

Mixed random variables: how to identify one from the cumulstive distribution function?

The distribution function technique:

          - from a discrete into a discrete random variables;

          - from a continuous into a continuous, discrete or mixed random variables.

---

Exercises from chapter 3

3 Outubro 2013, 16:30 • Graça Leão Fernandes

Exercises solved in the class: 3.1, 3.2, 3.4 a) and d), 3.11

 

Mini test nº1

---

Classificatio of random variables. Discrete random variables.

2 Outubro 2013, 15:30 • Graça Leão Fernandes

Classification of random variables.

Discrete random variable:

                  - definition;

                  - probabibility function;

                  - distribution function;

                  - computing probabilities with discrete random variables.

---