Lecture 12: Iterated Expectations; Sum of a Random Number of Random Variables

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Lecture Topics

Conditional expectation Law of iterated expectations Law of total variance Sum of a random number of independent random variables Mean, variance

Lecture Activities

• Watch the Lecture 12: Iterated Expectations; Sum of a Random Number of Random Variables Video

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  Lecture 12: Iterated Expectations; Sum of a Random Number of Random Variables Video

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  > Download this transcript - PDF English - US

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  by Prof. Tsitsiklis (00:47:54)
• Review the Lecture 12: Iterated Expectations; Sum of a Random Number of Random Variables Slides (PDF)
• Read Section 4.3 and parts of Section 4.5 (mean and variance only; no transforms) in the textbook

Recitation Problems and Recitation Help Videos

Review the recitation problems in the PDF file below and try to solve them on your own. Two of the problems have an accompanying video where a teaching assistant solves the same problem.

• Recitation 13 Problems (PDF)
• Recitation 13 Solutions (PDF)

Recitation Help Videos

Tutorial Problems and Tutorial Help Videos

Review the tutorial problems in the PDF file below and try to solve them on your own. Two of the problems have an accompanying video where a teaching assistant solves the same problem. There is also a bonus video solving a problem not represented in the tutorial problems.

• Tutorial 6 Problems (PDF) Do ONLY Problems 2 and 3
• Tutorial 6 Solutions (PDF)
• Bonus Video Problem (PDF) (Note: This is problem 4.27 in the course textbook)
• Bonus Video Solution (PDF)

Tutorial Help Videos

Problem Set and Solutions

Work the problems on your own and check your answers when you're done. Problem set 6 covers Lectures 10, 11, and 12.

• Problem Set 6 (PDF)
• Problem Set 6 Solutions (PDF)

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