Probability Density Functions      

There are many applications of the double integral, but we want to concentrate on only one--joint probability density functions.  We begin, however, with probability densities for a single random variable, so that joint probability densities occur in a natural context.  Moreover, the purpose of this worksheet is not only to use Maple to explore probability, but also to use Maple to simulate random processes, thus providing additional motivation for the theory developed.

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Probability Densities and Random Variables

Random Walks and the Central Limit Theorem

The Joint Density for Two Random Variables

Exercises