In this lesson, we are going to talk about the expected value of the function of random variables. That is something that we have seen in the single variable case. We will see how the same ideas extend to the multivariable case. We will start by reviewing the single variable case because it will make the definitions make more sense for the multivariable case. The definitions are very similar, except that instead of single sums, we will have double sums and instead of single integrals, we will have double integrals. We will also cover some important facts about linearity of expectation.
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.