Expectation

Week 03, Spring 2022

Summary

This week we will continue reviewing probability, focusing on expectations.

Learning Objectives

After completing this week, you are expected to be able to:

  • Calculate expected values of random variables using the definition.
  • Calculate expectations of functions of random variables.
  • Calculate variances and covariances of random variables.
  • Calculate conditional expectations of random variables.
  • Use moment generating functions.
  • Lookup means, variances, and moment generating functions for well known distributions.

Reading

Source Section
Wasserman 3.1 - 3.6
Evans and Rosenthal 3.1 - 3.5
Evans and Rosenthal 3.7 - 3.8
Marden 2.1 - 2.6

Video

Title and Slides Link Mirror
3.0 - Welcome to Week 03 3.0 - YouTube 3.0 - ClassTranscribe
3.1 - Expectation 3.1 - YouTube 3.1 - ClassTranscribe
3.2 - Variance 3.2 - YouTube 3.2 - ClassTranscribe
3.3 - Moments 3.3 - YouTube 3.3 - ClassTranscribe
3.4 - Conditional Expectation 3.4 - YouTube 3.4 - ClassTranscribe

Assignments

Office Hours

Staff and Link Day Time
Zoom with David Monday 3:00 PM - 4:00 PM
Zoom with Eugene Monday 9:00 PM - 10:00 PM
Zoom with Eugene Thursday 12:00 PM - 1:00 PM
Zoom with David Thursday 5:00 PM - 7:00 PM
Discussion Forum Any! Any!

Additional Information