Probability function and distribution function


Question 1: State the term marginal densities.

Question 2: Describe the conditional PDF and its respective properties.

Question 3: Define mean or average or expected value of a random variable. Describe how it is computed for continuous and discrete random variables.

Question 4: Describe variance and standard deviation of the random variable.

Question 5: Define random process and describe ensemble and sample function.

Question 6: Describe ensemble and time averages.

Question 7: Describe the stationary random procedure with the help of one illustration.

Question 8: Illustrate the term ergodic process. Describe the difference between ergodic and stationary process.

Question 9: A box includes 2 White, 3 black and 4 Red balls. Three balls are drawn in succession. Determine the probability that they are of:

a) Different colors
b) Same color.

Question 10: Two fair dice are thrown. X symbolizes the total of the number of the two dice. Determine the probability function and distribution function of X.

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Basic Statistics: Probability function and distribution function
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