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Expectation and Variance

B.Sc MathematicsProbability & StatisticsđŸŸĸ Free Lesson

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Expectation and Variance

Expected Value

Properties of Expectation

Variance

Properties of Variance

Standard Deviation

Moments

Skewness

Kurtosis

Covariance

Correlation Coefficient

Chebyshev's Inequality

Law of Large Numbers

Examples

Bernoulli(): ,

Binomial(): ,

Poisson(): ,

Exponential(): ,

Normal(): ,

Jensen's Inequality

Conditional Expectation

(Law of total expectation)

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