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