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Home » Applied Sciences » Engineering » Electrical Engineering and Computer Science (M-I-T) » Introduction to Probability (Spring 2018) (M-I-T) » Part I: The Fundamentals (M-I-T) » Lecture 9: Continuous Random Variables Part II (M-I-T) » L09.8 From The Joint to the Marginal (M-I-T)

L09.8 From The Joint to the Marginal (M-I-T)

Course:Lecture 9: Continuous Random Variables Part II (M-I-T)
Discipline:Applied Sciences
Institute:MIT
Instructor(s): Prof. John Tsitsiklis, Prof. Patrick Jaillet
Level:Graduate

Lecture 9: Continuous Random Variables Part II (M-I-T)

L09.10 Joint CDFs (M-I-T)
L09.1 Lecture Overview (M-I-T)
L09.2 Conditioning A Continuous Random Variable on an Event (M-I-T)
L09.3 Conditioning Example (M-I-T)
L09.4 Memorylessness of the Exponential PDF (M-I-T)
L09.5 Total Probability & Expectation Theorems (M-I-T)
L09.6 Mixed Random Variables (M-I-T)
L09.7 Joint PDFs (M-I-T)
L09.8 From The Joint to the Marginal (M-I-T)
L09.9 Continuous Analogs of Various Properties (M-I-T)
S09.1 Buffon's Needle & Monte Carlo Simulation (M-I-T)

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