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CSE 221: Probabilistic Analysis of Computer Systems Topics covered: Expectation of random variables Moments (Sec. 4.1-4.2)

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Presentation on theme: "CSE 221: Probabilistic Analysis of Computer Systems Topics covered: Expectation of random variables Moments (Sec. 4.1-4.2)"— Presentation transcript:

1 CSE 221: Probabilistic Analysis of Computer Systems Topics covered: Expectation of random variables Moments (Sec. 4.1-4.2)

2 Introduction  Example:  Expectation/average:  Median  Mode

3 Expectation  Definition:

4 Expectation (contd..)  Example: Average number of heads in a sequence of three coin tosses

5 Expectation (contd..)  Exponential random variable:

6 Expectation (contd..)  Mean of a exponential random variable:

7 Expectation (contd..)  Expectation of a uniform random variable:

8 Expectation (contd..)  Expectation of a function of a random variable:

9 Expectation (contd..)  Example: Cost function with a sequence of three coin tosses.

10 Expectation (contd..)  Expectation of a power function:

11 Variance  Measure the spread of a distribution:

12 Variance (contd..)  Definition of variance:

13 Variance (contd..)  Implications of variance:


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