MAT330 LECTURE 24 (4/29/2020): SUMS OF, AND CONDITIONAL, EXPECTED VALUES





• Announcements: Please remember that HW10 is due next Monday. Hope you have a great rest of the week!


• Expected value of sums of random variables (theory): Download file or watch below


• Random walk in the plane (example): Download file or watch below


• Conditional expectation for discrete and continuous random variables (theory): Download file or watch below


• Conditional expectation as a random variable, and its expectation: Download file or watch below


• Trapped miner problem (exercise about conditional expectation): Download file or watch below




• Lecture Notes (static file from above videos): PDF file


• External link 1: Conditional probability distribution function (video): Watch on YouTube


• External link 2: Independence of random variables (video): Watch on YouTube


• External link 3: Conditional expected value as a random variable (video): Watch on YouTube


• External link 4: Iterated expectation (video): Watch on YouTube





Last updated: April 29, 2020, 7:00pm EDT