An illustration of the convolution of two constant functions (similar to the above example):
If you are curious, you can read more about convolution of functions here.
MAT330/681 LECTURE 19 (4/6/2022): SUMS, EXPECTATIONS OF SUMS, RANDOM WALK
• Announcements: Please remember that HW9 is due tonight via Blackboard, as usual. Solutions and the next assignment, HW10, will be posted shortly thereafter.
• Video 1: Sums of independent random variables: Download file or watch below
• Video 2: Example: sum of two uniform random variables Download file or watch below
An illustration of the convolution of two constant functions (similar to the above example):
If you are curious, you can read more about convolution of functions here.
• Video 3: Warning: sums may be distributed differently than its summands Download file or watch below
• Video 4: Expected value of functions of random variables, linearity of expected value, expected value of products of independent random variables: Download file or watch below
• Video 5: Random walk in the plane: Download file or watch below