Joint distributions: conditioning, correlation, and transformations

Lecture notes

• Joint distributions: conditioning, correlation, and transformations.
  Postscript, or PDF.

In addition

• [Si] "Distributions" : Sect 5 "Conditional distributions".
• [Si] "Expected value" : Sect 3 "Covariance and correlation";
  Sect 5 "Conditional expected value".
• [Si] "Distributions" : Sect 7 "Transformations of variables".
• [BT]: Sect 3.5 "Multiple continuous random variables" (pp. 30-37);
  Sect 4.5 "Covariance and correlation", 4.6 "Least squares estimation";
  Sect. 3.6 "Derived distributions" (pp. 48-51).