Tag
independent random variables
- What Is the Entropy of the Sum of Two Uniform Random Variables?For independent X and Y uniform on [0,1], their sum has a triangular density and differential entropy 1/2 nat (about 0.721 bits).
- What Are the Properties of the Maximum and Minimum of Exponential Random Variables?For independent exponential variables, the minimum is exponential with summed rate; derive the maximum's CDF, density, mean, and variance.