chapter 5: joint probability...
TRANSCRIPT
![Page 1: Chapter 5: Joint Probability Distributionspeople.stat.sfu.ca/~cao/Teaching/Stat285/chapter5.pdfOutline Jointly Distributed Random Variables Expected values, covariance and correlation](https://reader031.vdocument.in/reader031/viewer/2022022520/5b1bfa2f7f8b9a46258f28f0/html5/thumbnails/1.jpg)
Chapter 5: Joint Probability Distributions
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Outline – Jointly Distributed Random Variables
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Outline – Expected values, covariance and correlation
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Outline – Statistics and their distributions
![Page 5: Chapter 5: Joint Probability Distributionspeople.stat.sfu.ca/~cao/Teaching/Stat285/chapter5.pdfOutline Jointly Distributed Random Variables Expected values, covariance and correlation](https://reader031.vdocument.in/reader031/viewer/2022022520/5b1bfa2f7f8b9a46258f28f0/html5/thumbnails/5.jpg)
Outline – Distribution of the Sample Mean
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Outline – The Distribution of Linear Combinations
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Joint Probability Mass Function
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Joint Probability Density Function
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Example of joint probability density
![Page 10: Chapter 5: Joint Probability Distributionspeople.stat.sfu.ca/~cao/Teaching/Stat285/chapter5.pdfOutline Jointly Distributed Random Variables Expected values, covariance and correlation](https://reader031.vdocument.in/reader031/viewer/2022022520/5b1bfa2f7f8b9a46258f28f0/html5/thumbnails/10.jpg)
Marginal densities in example
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Independent Random Variables
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Conditional distributions
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Expected value
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Correlation
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Random samples
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Properties of sample mean and sample sum
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Central Limit Theorem
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Linear Combinations and their means
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Variances of linear combinations
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The difference between random variables
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The Case of Normal Random Variables