Lecture 12 Vectors of Random Variables

1. Lecture 12 Vectors of Random Variables Last Time Expected Values Conditioning by an Event Conditioning by an RV Independent RVs Reading Assignment: Sections 4.6-4.10 Probability & Stochastic Processes Yates & Goodman (2nd Edition) NTUEE SCC_05_2008

2. Lecture 12: Vectors of R.Vs. Today • Bivariate Gaussian RVs • Probability Models of n RVs Tomorrow • Vector Notation • Marginal Probability Functions • Independence of Random Variables and Vectors • Functions of Vectors Reading Assignment: 4.11 , 5.1-5.7 Probability & Stochastic Processes Yates & Goodman (2nd Edition) NTUEE SCC_05_2008 12 - 2

3. Lecture 12: Vectors of R.Vs. Next Week Expected Value Vectors and Correlation Matrix Gaussian Random Vectors Expected Values of Sums PDF of the Sums of Two R.V.s Moment Generating Functions (MGFs) MGF of the Sum of Indepent R.V.s Reading Assignment: 6.1 - 6.6 Probability & Stochastic Processes Yates & Goodman (2nd Edition) NTUEE SCC_05_2008 12 - 3

5. Application of Correlation

6. Brain Teaser: If You Were Kalman …

21. Probability and Stochastic ProcessesA Friendly Introduction for Electrical and Computer EngineersSECOND EDITIONRoy D. Yates David J. Goodman Definitions, Theorems, Proofs, Examples, Quizzes, Problems, Solutions Chapter 5

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