Chapter 7: Properties of Expectation
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Chapter 7: Properties of Expectation 1 Spring, 2020 Xiugang Wu University of Delaware
Transcript of Chapter 7: Properties of Expectation
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Chapter 7: Properties of Expectation
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Spring, 2020
Xiugang Wu
University of Delaware
![Page 2: Chapter 7: Properties of Expectation](https://reader031.fdocuments.net/reader031/viewer/2022020700/61f61c9db7a17c4fab645b73/html5/thumbnails/2.jpg)
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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
![Page 4: Chapter 7: Properties of Expectation](https://reader031.fdocuments.net/reader031/viewer/2022020700/61f61c9db7a17c4fab645b73/html5/thumbnails/4.jpg)
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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
![Page 7: Chapter 7: Properties of Expectation](https://reader031.fdocuments.net/reader031/viewer/2022020700/61f61c9db7a17c4fab645b73/html5/thumbnails/7.jpg)
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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
![Page 12: Chapter 7: Properties of Expectation](https://reader031.fdocuments.net/reader031/viewer/2022020700/61f61c9db7a17c4fab645b73/html5/thumbnails/12.jpg)
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Conditional Expectation
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Computing Expectation by Conditioning
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