joint-distributions.Rmd

# Joint and Conditional Distributions

## Learning Objectives {-#objectives-joint-distributions}

1. Explain what is meant by jointly distributed random variables, marginal distributions and conditional distributions.
2. Define the probability function/density function of a marginal distribution and of a conditional distribution.
3. Specify the conditions under which random variables are independent.
4. Define the expected value of a function of two jointly distributed random variables, the covariance and correlation coefficient between two variables, and calculate such quantities.
5. Define the probability function/density function of the sum of two independent random variables as the convolution of two functions.
6. Derive the mean and variance of linear combinations of random variables.

## Theory {-#theory-joint-distributions}

## `R` Practice {-#practice-joint-distributions}