Discrete and Continuous Random Variables

References

[1] Dimitri P. Bertsekas and John N. Tsitsiklis, "Introduction to Probability", 2nd Edition, MIT, 2008.

[2] G. Grimmett and D. Stirzaker, Probability and Random Processes with Applications to Signal Processing", Pearson Press, Prentice-Hall, New Jersey, USA, 2002.