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General examples
Demo of Central Limit Theorem
Distributions with singularities
Physical measurements
Statistical applications
Hill's tail exponent estimator
Noncentral distributions
Examples from
Algebra of Random Variables
by M.D. Springer
Chapter 3 - sums
Chapter 4 - products (PDF)
Chapter 5 - functions of r.v.'s
Chapters 6,7,8
Chapter 9 - applications
Two dependent random variables
Parallel connection of two resistors
Sums of two dependent random variables
Joint distribution of two order statistics
Regression of one dependent variable on another
Dependent random variables (beta)
Joint distribution of linear regression coefficients
Joint distribution of a parameter and initial value of a differential equation
Nongaussian Kalman filter
