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Probability And Random Variable Lecture(Lec8)


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This ppt is prepared for engineering class. Random variable and stochastic prosses and probability.

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Probability And Random Variable Lecture(Lec8)

  1. 1. Lecture 8 Expectation of a Random Variable
  2. 2. •Integration by parts
  3. 3. See C-59 for end solution page 243
  4. 4. Functions to calculate moments • Characteristic function • Moment generating function
  5. 5. Characteristic function of Exponential Random Variable