Probability Lecture 6: Joint and conditional distributions - 1st Year Student Lecture

Oxford Mathematics

In Lecture 6 (of six Probability lectures we are showing), we discuss the notions of joint and marginal distributions in the setting of two discrete random variables. We then combine the notions of conditional probabilities, distributions and expectations to define conditional distributions and conditional expectations of discrete random variables. We finish this lecture by considering expectations of functions of one or more random variables and record some useful properties of expectation.