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Lecture
Properties of Distribution Functions
Description
This lecture covers the properties of distribution functions, including limits, non-decreasing behavior, continuity, and more. It also discusses the properties of discrete and continuous random variables, emphasizing the constancy of distribution functions. The concept of independence between random variables is introduced, along with important definitions and examples. The lecture concludes with remarks on specifying the law of a random variable and the notation used in probability theory.
Official source
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