Chapter 1 Preliminaries

This first chapter contains a probability review and the required machinery for subsequent chapters. Particularly relevant are random vectors and their transformations, and the moment generating function.

The pdf of \(X\sim\mathcal{N}(\mu,1)\) (solid lines) and the pdf of \(Y=X^2\) (dashed lines), for a range of values of \(\mu\).

Figure 1.1: The pdf of \(X\sim\mathcal{N}(\mu,1)\) (solid lines) and the pdf of \(Y=X^2\) (dashed lines), for a range of values of \(\mu\).