Expectation
Week 03, Spring 2022
- Start: Monday, January 31
- End: Friday, February 4
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
- Homework 02
- Source:
RMarkdown - Due: Monday, February 7
- Submission: Gradescope
- Solution: Canvas
- Source:
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! |