This video looks at the properties of joint-cdf and joint-pdf. It also looks at the probability of arbitrary events, and shows that the relationship to the axiomatic events that define the cdf is slightly more involved than the scalar case. The video then considers the example of finding the joint-cdf from a joint-pdf. Following the video, the viewer should consider the problems in the tutorial exercise sheet.
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.
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