Chapter 3: Numerical Characteristics of Random Variables and Vectors
The following sections are included:
Expectation
Solved Problems
Conditional Expectation with Respect to an Event
Solved Problems
Conditional Expectation Given a σ-Field
Solved Problems
Variance and Other Numerical Characteristics
Solved Problems
Moment Generating Function
Solved Problems
Joint Moment Generating Function
Solved Problems
Problems for Chapter 3