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 \(\mu\).](inference_files/figure-html/fig-prelim-1.png)
Figure 1.1: The pdf of X∼N(μ,1) (solid lines) and the pdf of Y=X2 (dashed lines), for a range of values of μ.