1 Review of Probability - Columbia University

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1 Review of Probability Random variables are denoted by X, Y, Z, etc. The cumulative distribution function (c.d.f.) of a random variable X is denoted by F(x) = P(X ≤ x), −∞ < x < ∞, and if the random variable is continuous then its probability density function is denoted by f(x) which is related

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