The previous lesson concluded with joint and marginal distributions for the discrete case. We now consider the same concepts, but for continuous random vectors. While discrete random vectors and the…
In this lesson, a brief review of the general properties of continuous distributions is provided. The end of the lesson is a comparison of the properties for continuous and discrete distributions.
The expected value, or expectation, of a random variable, is merely its average value, where we speak of "average" value as one weighted according to the probability distribution. The…