3 Expectation
- Start: Monday, February 8
- End: Friday, February 12
3.2 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.
3.3 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 |
3.4 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 |
3.5 Assignments
-
Homework 02
- Due: Monday, February 15
- Submission: Gradescope
- Solution: Compass
3.6 Office Hours
| Staff and Link | Day | Time |
|---|---|---|
| Zoom with David | Monday | 7:00 PM - 8:00 PM |
| Zoom with Rentian | Wednesday | 7:00 PM - 8:00 PM |
| Zoom with David | Thursday | 7:00 PM - 8:00 PM |
| Zoom with Rentian | Friday | 7:00 PM - 8:00 PM |
| Piazza | Any! | Any! |