Slides from the 6th class

Random vectors -- conditional PMF. Example: "splitting the Poisson distribution"

Another example -- the two-envelopes paradox. I made a small mistake in the calculation in class, it is corrected in the notes. After correction, it no longer seems to be advantageous to switch the envelopes, which makes the paradox go away. (It seems to return back though when we change the rules of the games, one envelope contains 3x more than the other. But this is a topic for another time ...)

Starting general random variables, particular continuous ones. Definitions of CDF, PDF, some intuition. How to use PDF to find probability of r.v. being in an interval.