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**Unformatted text preview: **Notation: P() for mass, p() for density Graph with increasing number of values of variable Use a binomial = E[X 2 ] - E[X] 2 Density estimate of automobile weight and MPG Covariance Facts Consider 2D case with (X,Y) Mikes Basic Advice on Continuous Random Variables Ignore the fact that p(x) is a probability density function and treat it just as a mass function, and the algebra all works out. Alternatively, add the dx terms everywhere, and youll see that they always cancel out. Dont be freaked when you see a probability density >> 1. Do be freaked if you see a probability mass or density < 0. Largest possible entropy of any unit-variance distribution...

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