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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