MAT330/681 LECTURE 10 (3/7/2022): VARIANCE AND COVARIANCE





Announcements: Please remember that HW5 is due Wednesday, as usual.


• Video 1: Recap and expected value of a function of a random variable: Download file or watch below


• Video 2: Variance: Download file or watch below


• Video 3: Interpretations of Expected Value and Variance: Download file or watch below


• Video 4: Comparing observed values on a simulation and predicted expected value: Download file or watch below

You can perform this simulation on your own here.


• Video 5: Linearity of Expectation: Download file or watch below


• Video 6: Covariance and Correlation: Download file or watch below




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





Last updated: Mar 7, 2022, 2:00pm EST