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Chapter 7: Properties of Expectation
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Spring, 2020
Xiugang Wu
University of Delaware
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Outline
• Expectation of Sums of RVs • Covariance, Variance of Sums, and Correlation • Conditional Expectation
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Outline
• Expectation of Sums of RVs • Covariance, Variance of Sums, and Correlation • Conditional Expectation
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Expectation of Sums of RVs
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Example
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Outline
• Expectation of Sums of RVs • Covariance, Variance of Sums, and Correlation • Conditional Expectation
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Covariance
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Covariance
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Properties of Covariance
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Example
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Outline
• Expectation of Sums of RVs • Covariance, Variance of Sums, and Correlation • Conditional Expectation
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Conditional Expectation
Computing Expectation by Conditioning
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