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Level 12

Expectation/Variance


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Expected Value (definition)
Expected Value (alternative def.)
k-th moment
Variance (definition)
Standard deviation
Covariance (definition)
Pearson correlation coefficient / PCC
Uncorrelated variables
Absolute convergence (expected value)
Linearity (expected value)
Monotonicity (expected value)
Multiplicativity (expected value for independent X,Y)
Variance (formula)
Covariance (formula)
Homogeneity of degree two (variance)
Translation invariance (of Var)
Bienaymé formula
Zero (independent implies uncorrelated)
Sum of correlated variables (variance)
Cauchy-Schwarz inequality (expected value)