Chapter 5: Joint Probability
Distributions
Outline – Jointly Distributed
Random Variables
Outline – Expected values,
covariance and correlation
Outline – Statistics and their
distributions
Outline – Distribution of the
Sample Mean
Outline – The Distribution of
Linear Combinations
Joint Probability Mass Function
Joint Probability Density
Function
Example of joint probability
density
Marginal densities in example
Independent Random Variables
Conditional distributions
Expected value
Correlation
Random samples
Properties of sample mean and
sample sum
Central Limit Theorem
Linear Combinations and their
means
Variances of linear combinations
The difference between random
variables
The Case of Normal Random
Variables