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Unformatted text preview: F ( y ) = P ( X y ). In the case of discrete random variables, this is not particularly useful, although it does serve to unify discrete and continuous random variables. In the continuous case, the fundamental theorem of calculus tells us, provided f satises some conditions, that f ( y ) = F ( y ) . By analogy with the discrete case, we dene the expectation by E X = Z  xf ( x ) dx. In the example above, E X = Z 1 x 2 x 3 dx = 2 Z 1 x2 dx = 2 . 26...
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This note was uploaded on 12/29/2011 for the course MATH 316 taught by Professor Ansan during the Spring '10 term at SUNY Stony Brook.
 Spring '10
 ansan

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