The Sum of Discrete and Continuous Random Variables

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MIT 6.041SC Probabilistic Systems Analysis and Applied Probability, Fall 2013
Instructor: Jagdish Ramakrishnan

License: Creative Commons BY-NC-SA
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It's 2019 and this has saved my bacon in my stochastic class. It's been a little while since I've brushed up on probability so this was extremely clear and was super helpful in refreshing my probability basics

Chris_W.
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Superb teacher. Very clear. Your voice is commanding. This is superb.

khayalethumakosi
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Thanks! This was super clear, you are a great teacher!

LEO-ydro
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Another way to solve this convolution is to use the total probability theorem. Let Z = X + Y, and we can use p_X and f_Z|X(z|x) = f_y(z-x) to find f_Z(z).

zachzhao
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How can we solve if X and Y are not independent??

PriyaSingh-zyfx
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Hi,
what if the convolution is for 3 variables, let's say Z = X+Y+W? could you give an example or ressource please?

vincehass