random-variables-iii.pdf

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1、Random variables III Probability Examples c4 Leif Mejlbro Download free books at LeifMejlbroProbabilityExamplesc-4RandomvariablesIII2ProbabilityExamplesc-4–RandomvariablesIII©2009LeifMejlbro&VentusPublishingApSISBN978-87-7681-519-63RandomvariablesIIIContentsContents

2、Introduction51Sometheoreticalresults62Maximumandminimumofrandomvariables203ThetransformationformulaandtheJacobian344Conditionaldistributions605Sometheoreticalresults726Thecorrelationcoecient747Maximumandminimumoflinearcombinationsofrandomvariables788Convergenceinpro

3、babilityandindistribution91Index113Fast-trackyourcareerMastersinManagementStandoutfromthecrowdDesignedforgraduateswithlessthanoneyearoffull-timepostgraduateworkexperience,LondonBusinessSchool’sMastersinManagementwillexpandyourPleaseclicktheadvertthinkingandprovideyo

4、uwiththefoundationsforasuccessfulcareerinbusiness.Theprogrammeisdevelopedinconsultationwithrecruiterstoprovideyouwiththekeyskillsthattopemployersdemand.Through11monthsoffull-timestudy,youwillgainthebusinessknowledgeandcapabilitiestoincreaseyourcareerchoicesandstando

5、utfromthecrowd.LondonBusinessSchoolApplicationsarenowopenforentryinSeptember2011.Regent’sParkLondonNW14SAUnitedKingdomFormoreinformationvisitwww.london.edu/mim/Tel+44(0)2070007573Emailmim@london.eduemailmim@london.eduorcall+44(0)2070007573www.london.edu/mim/4Randomv

6、ariablesIIIIntroductionIntroductionThisisthefourthbookofexamplesfromtheTheoryofProbability.Thistopicisnotmyfavourite,however,thankstomyformercolleague,OleJørsboe,Isomehowmanagedtogetanideaofwhatitisallabout.ThewayIhavetreatedthetopicwilloftendivergefromthemoreprofes

7、sionaltreatment.Ontheotherhand,itwillprobablyalsobeclosertothewayofthinkingwhichismorecommonamongmanyreaders,becauseIalsohadtostartfromscratch.Thetopicitself,RandomVariables,issobigthatIhavefeltitnecessarytodivideitintothreebooks,ofwhichthisisthethirdone.Theprerequi

8、sitesforthetopicscane.g.befoundintheVentus:Calculus2series,soIshallreferthereadertothesebooks,concerninge.g.planeintegrals.Unfortunatelyer