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Pair of random variables

  • School / Prep

    PREPA DES INP

Internal code

JP4COVAR

Description


Notions on convergent double series
Joint law of a pair of random variables
Marginal laws
Distribution function of a pair of random variables.
Conditional laws
Independence
Law of f(X,Y) where f is a real-valued function. Example: law of X+Y.
Transfer theorem
Variance of a sum
Covariance and properties. Correlation coefficient

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Teaching hours

  • CMLectures5,33h
  • TDTutorial13,33h
  • TDMMachine Tutorial1h

Assessment of knowledge

Initial assessment / Main session - Tests

Type of assessmentType of testDuration (in minutes)Number of testsTest coefficientEliminatory mark in the testRemarks
Integral Continuous ControlProctored homework1