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Lecture 8 Expectation of a Random Variable

Probability And Random Variable Lecture(Lec8)

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Page 1: Probability And Random Variable Lecture(Lec8)

Lecture 8

Expectation of a Random Variable

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•Integration by parts

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See C-59 for end solution page 243

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Functions to calculate moments

• Characteristic function

• Moment generating function

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Characteristic function of Exponential Random Variable

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