# 45 distribution of sums of random variables

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Unformatted text preview: f sums of random variables . . . . . . . . . . . . 4.5.1 Sums of integer-valued random variables . . . . . . . . 4.5.2 Sums of jointly continuous-type random variables . . . 4.6 Additional examples using joint distributions . . . . . . . . . 4.7 Joint pdfs of functions of random variables . . . . . . . . . . 4.7.1 Transformation of pdfs under a linear mapping . . . . 4.7.2 Transformation of pdfs under a one-to-one mapping . 4.7.3 Transformation of pdfs under a many-to-one mapping 4.8 Moments of jointly distributed random variables . . . . . . . 4.9 Law of large numbers and central limit theorem . . . . . . . . 4.9.1 Law of large numbers . . . . . . . . . . . . . . . . . . 4.9.2 Central limit theorem . . . . . . . . . . . . . . . . . . 4.10 Minimum mean square error estimation . . . . . . . . . . . . 4.10.1 Constant estimators . . . . . . . . . . . . . . . . . . . 4.10.2 Unconstrained estimators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....
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## This note was uploaded on 02/09/2014 for the course ISYE 2027 taught by Professor Zahrn during the Spring '08 term at Georgia Institute of Technology.

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