Unformatted text preview: ---------- EXAM 1----------x(bar) is a random variable because we assume that x1, x2, … are random variables in the formula (x1+x2+. ..+xn)/n When the samples are independent, P( x y) = P(x) * P(y) i.i.d = identically, independently distributed for random walk: xt = x(t-1) + rt = r1 + r2 +. ..+ rt It is dependent...
View Full Document
- Fall '13
- Probability distribution, Stochastic process, probability density function, Randomness, random element