Abstract
This chapter explains how to compute Eg(X) in the cases when X, which is a random variable, has a discrete distribution and when X has an absolutely continuous distribution. It discusses functions of the several random variables. It illustrates a case of two random variables, which have zero correlation and yet are highly dependent. The chapter further discusses the properties of convergence in probability. A constant is a random variable that takes only one value with probability one. Finite sums, products, and quotients of sequences of random variables, which converge in probability to constants, converge in probability to the corresponding sum, product, and quotient of these constants. A sequence {Xn} of random variables is an independent, identically distributed sequence of random variables, if they are independent and if all have the same distribution function.
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