EE 503 : Lecture 10 (Fall 2020, METU)

EE 503 - Statistical Signal Processing and Modeling
Fall 2020, Middle East Technical University, Ankara, Turkey.
Instructor: Prof. Cagatay Candan
Lecture 10

Lecture Contents:
00:00 - Conditional Probability (review)
02:30 - Bayes' Theorem (review)
03:58 - Marginalization operation (two random variables)
12:20 - Total Probability Theorem
15:54 - Example: X is 1 if Heads, X is Unif([0,2]) if Tails
33:03 - Expectation Operation
34:45 - Expectation (law of large numbers interpretation)
39:51 - E{ g(X) }
40:50 - Moments, E{ X^k }
41:30 - Central Moments, E{ (X - Xbar)^k }
44:28 - Moment generating function
52:07 - Moments as partial description of a r.v.
53:34 - Conditional Expectation
57:52 - Iterated Expectation