Probability, Statistics, and Stochastic Processes
3.5 Conditional Distributions and Independence 169 3.5.1 Independent Random Variables 174 3.6 Functions of Random Vectors 178 3.6.1 Real-Valued Functions of Random Vectors 178 3.6.2 The Expected Value and Variance of a Sum 182 3.6.3 Vector-Valued Functions of Random Vectors 188 3.7 Conditional Expectation 191
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