Random Variables: An Overview
نویسنده
چکیده
This paper introduces the concept of a random variable, which is nothing more than a variable whose numeric value is determined by the outcome of an experiment. To describe the probabilities that are associated with these numeric values in a concise and conceptually useful manner, the probability distribution and probability density function are introduced. Then, the moment generating function is defined, and several examples are given. Finally, the concept of a correlation function and correlation matrices is introduced.
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