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Chapter 5. Operations on Multiple R. V.'s 1 Chapter 5. Operations on Multiple Random Variables 0. Introduction 1. Expected Value of a Function of Random.

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Presentation on theme: "Chapter 5. Operations on Multiple R. V.'s 1 Chapter 5. Operations on Multiple Random Variables 0. Introduction 1. Expected Value of a Function of Random."— Presentation transcript:

1 Chapter 5. Operations on Multiple R. V.'s 1 Chapter 5. Operations on Multiple Random Variables 0. Introduction 1. Expected Value of a Function of Random Variables 2. Joint Characteristic Functions 3. Jointly Gaussian Random Variables 4. Transformations of Multiple Random Variables 5. Linear Transformations of Gaussian Random Variables 6. Computer Generation of Multiple Random Variables 7. Sampling and Some Limit Theorems 8. Complex Random Variables

2 Chapter 5. Operations on Multiple R. V.'s 2 5.1 Expected Value of a Function of Random Variables

3 Chapter 5. Operations on Multiple R. V.'s 3 5.1 Expected Value of a Function of Random Variables

4 Chapter 5. Operations on Multiple R. V.'s 4 5.1 Expected Value of a Function of Random Variables

5 Chapter 5. Operations on Multiple R. V.'s 5 5.1 Expected Value of a Function of Random Variables

6 Chapter 5. Operations on Multiple R. V.'s 6 5.1 Expected Value of a Function of Random Variables

7 Chapter 5. Operations on Multiple R. V.'s 7 5.1 Expected Value of a Function of Random Variables

8 Chapter 5. Operations on Multiple R. V.'s 8 5.1 Expected Value of a Function of Random Variables

9 Chapter 5. Operations on Multiple R. V.'s 9 5.1 Expected Value of a Function of Random Variables

10 Chapter 5. Operations on Multiple R. V.'s 10 5.2 Joint Characteristic Functions

11 Chapter 5. Operations on Multiple R. V.'s 11 5.2 Joint Characteristic Functions

12 Chapter 5. Operations on Multiple R. V.'s 12 5.2 Joint Characteristic Functions

13 Chapter 5. Operations on Multiple R. V.'s 13 5.3 Jointly Gaussian Random Variables

14 Chapter 5. Operations on Multiple R. V.'s 14 5.3 Jointly Gaussian Random Variables

15 Chapter 5. Operations on Multiple R. V.'s 15 5.3 Jointly Gaussian Random Variables

16 Chapter 5. Operations on Multiple R. V.'s 16 5.3 Jointly Gaussian Random Variables

17 Chapter 5. Operations on Multiple R. V.'s 17 5.3 Jointly Gaussian Random Variables

18 Chapter 5. Operations on Multiple R. V.'s 18 5.4 Transformations of Multiple Random Variables

19 Chapter 5. Operations on Multiple R. V.'s 19 5.4 Transformations of Multiple Random Variables

20 Chapter 5. Operations on Multiple R. V.'s 20 5.4 Transformations of Multiple Random Variables

21 Chapter 5. Operations on Multiple R. V.'s 21 5.4 Transformations of Multiple Random Variables

22 Chapter 5. Operations on Multiple R. V.'s 22 5.4 Transformations of Multiple Random Variables

23 Chapter 5. Operations on Multiple R. V.'s 23 5.4 Transformations of Multiple Random Variables

24 Chapter 5. Operations on Multiple R. V.'s 24 5.5 Linear Transformations of Gaussian Random Variables

25 Chapter 5. Operations on Multiple R. V.'s 25 5.5 Linear Transformations of Gaussian Random Variables

26 Chapter 5. Operations on Multiple R. V.'s 26 5.5 Linear Transformations of Gaussian Random Variables

27 Chapter 5. Operations on Multiple R. V.'s 27 5.6 Computer Generation of Multiple Random Variables

28 Chapter 5. Operations on Multiple R. V.'s 28 5.7 Sampling and Some Limit Theorems

29 Chapter 5. Operations on Multiple R. V.'s 29 5.7 Sampling and Some Limit Theorems

30 Chapter 5. Operations on Multiple R. V.'s 30 5.7 Sampling and Some Limit Theorems

31 Chapter 5. Operations on Multiple R. V.'s 31 5.7 Sampling and Some Limit Theorems

32 Chapter 5. Operations on Multiple R. V.'s 32 5.7 Sampling and Some Limit Theorems

33 Chapter 5. Operations on Multiple R. V.'s 33 5.7 Sampling and Some Limit Theorems

34 Chapter 5. Operations on Multiple R. V.'s 34 5.8 Complex Random Variables


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