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Lecture 8
Expectation of a Random Variable
•Integration by parts
See C-59 for end solution
page 243
Functions to calculate moments
• Characteristic function
• Moment generating function
Characteristic function of Exponential
Random Variable
Probability And Random Variable Lecture(Lec8)
Probability And Random Variable Lecture(Lec8)

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Probability And Random Variable Lecture(Lec8)

Notas del editor

  1. In Eq 10.3.12 the term –lembda will be squared