Class summary: Wednesday, 3/5

I began with Chapter 3 on Random Variables, introducing the concept of a random variable (informally, a quantity whose value depends on the outcome of a probabilistic experiment; formally, a function with domain Omega and some range of values R), the distribution of a r.v., the joint distribution of two r.v.'s.
Reading: The material covered today and in Friday's class corresponds to Section 3.1 of the text. The Pitman text does a superb job in introducing and motivating the abstract concept of a random variable, and you should make sure to study this section carefully. In particular, read pp. 139-141 and pp. 144-147, and study examples 1 - 4. (A more comprehensive reading guide will be posted on Friday.)


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