Sumários
Lecture 14
10 Abril 2024, 13:30 • Davide Masoero
Review: expected value of a function of a bidimensional random variable.
Covariance, definition and properties.
Variance of a function of a bidimensional random variable.
Variance of the sum of random variable and covariance.
Exercise 5 of Chapter 5.
Linear correlation coefficients. Scatter plots.
Conditional Expectation, conditional mean, mean independence. Example.
Law of iterated expectations. Example: average gross salary by education level
Lecture 13
8 Abril 2024, 12:00 • Davide Masoero
Review: bidimensional continuous random variable
Expected values of a function of a two-dimensional random variable.
Expected value of the sum of two random variables and expected value of the product of two independent random variable.
Exercise.
Product moments about the origin and about the mean. Case when r+s= or r+s=2.
Covariance. Properties, Cov (X,Y)= E[X Y]-E[X] E[Y]
Lecture 12
3 Abril 2024, 13:30 • Davide Masoero
Review: discrete bivariate random variable, contingency table
Continuous bivariate random variable, joint and marginal probability density function, example
Conditional probability function and conditional probability density function, example
Practice 6
22 Março 2024, 10:30 • Ricardo Pinto Moura
Chapter 3: 11 b)c); 12 a); 17
Chapter 4: 1 and 3.