2. Basic Concepts Flashcards

1
Q

Var[x]

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2
Q

n-th moment
n-th absolute moment

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3
Q

Moment generating function

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4
Q

Theorem 2.1
Uniqueness Theorem for MGFs

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5
Q

Independent
i.i.d.
Consequence for MGF

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6
Q

Condition probability

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7
Q

Conditional PMF and PDF.
Conditional expectation.

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8
Q

Definition
Absolutely jointly continuous.

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9
Q

Properties of conditional expectation.

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10
Q

Exercise 2.3
E(E(Y|X))= …

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11
Q

Exercise 2.4
Var(Y) = …

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12
Q

Convolution Formula

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