Primer
Preface
Icons used on this book
How this book was made
1
Random variables
1.1
Definitions
1.2
Types of random variables
2
Probability functions
2.1
Probability functions for continuous random variables
2.2
Probability functions for discrete random variables
2.3
Multivariate probability functions
2.4
Marginal distributions
2.5
Independence
3
Cumulative distribution functions
3.1
CDF for continuous rvs
3.2
CDF for discrete rvs
3.3
Properties of CDFs
4
Means and variances
4.1
Definitions
4.2
Some rules
5
Some common distributions
5.1
Poisson distribution for counts (discrete)
5.2
Binomial distribution for proportions (discrete)
5.3
The geometric distribution (discrete)
5.4
The exponential distribution (continuous)
5.5
The normal distribution (continuous)
5.6
Summary
6
Matrix algebra
6.1
Some definitions
6.2
Basics
6.3
Inverses
6.4
Basic matrix arthimetic
6.5
Useful matrix information in statistics
7
Test yourself
7.1
Exercises
7.2
Answers
References
Published with bookdown
Primer on Mathematical Statistics
1
Random variables
In this first chapter, we give some definitions that are useful.