In this lesson, we are going to talk about conditional probability and conditional expectation. We are going to be using some of the concepts of marginal probability which we talked about in the previous video. If you are not familiar with marginal probability, we are going to give you a really quick review of that, at the beginning of this video. The big new idea for this video is conditional probability. We will have a discreet case and a continuous case. The conditional probability in the continuous case is a little more complicated. We have a lot of variables to keep track there, so it tends to get quite confusing.
Lecture Slides are screen-captured images of important points in the lecture. Students can download and print out these lecture slide images to do practice problems as well as take notes while watching the lecture.