DMP 10.3: Expected Values, Covariance, and Correlation

Reading

Carlton & Devore Chapter 4, Section 4.2. (Pages 255–262)

Topics

• Expected values E(h(X,Y))
• Linearity of expectation
• Covariance Cov(X,Y)
• Correlation coefficient Corr(X,Y)
• Correlation is not causation!

Video

Exercises

Chapter 4 Exercises 23–42. (Pages 262–264)