Probability Topics: Two-Dimensional Continuous Random Variables

Course description

The purpose of this course is to apply multivariable integral calculus to essential concepts of probability theory, focusing on two-dimensional continuous random variables.

Topics such as probability densities, distribution functions, independence, distributions of functions of random variables, conditional distributions, and n-dimensional variables will be covered.

12h Workload
    
Certificate

Objectives

  • Apply probability density functions for two-dimensional random variables.
  • Identify and apply concepts of independence between continuous random variables.
  • Apply distributions of functions of two-dimensional random variables.
  • Use the Jacobian in determining joint probability densities.
  • Understand and apply conditional distributions for continuous random variables.
  • Extend concepts of two-dimensional random variables to sets of n variables.

Study units

  • 1
    Probability densities. Distribution functions. Independence.
  • 2
    Distributions of functions of random variables. Conditional distributions. n-dimensional variables.

Dedication

  • Theoretical study (80%)
  • Activity (20%)

Student commitment

  • Access
  • Study
  • Perform the activity
Accessibility

Background Colour Background Colour

Font Face Font Face

Font Kerning Font Kerning

Font Size Font Size

1

Image Visibility Image Visibility

Letter Spacing Letter Spacing

0

Line Height Line Height

1.2

Link Highlight Link Highlight

Paragraph Width Paragraph Width

0

Text Alignment Text Alignment

Text Colour Text Colour