Week 4: Random Variables + Random Vectors
This week, I finish Section 2.5 (about random variables) initiated in Week 3 and present Section 2.6 (about random vectors). In class, I prove the main properties of the cdf and pdf, define the expected value of a random variable, and develop a lot of examples. Material: Section 2.6: Random Vectors Previous post of this course: Week 1: Syllabus + Introduction Week 2: Linear Algebra + Linear Systems Week 3: Set + Probability + Random Variables