21-c DMC: An easier way to compute variance.

Foundations of Computer Science, Rensselaer Fall 2020.

Professor Malik Magdon-Ismail discusses when the expected value is a good summary of the outcome of a complex experiment. In particular, we introduce the variance and do several examples of computing variance. We discuss the variance of a sum for independent random variables. We end by deriving the 3-sigma rule that the mean plus or minus 3-sigma is a captures the outcome of the experiment about 90% of the time.

This is the twenty-first lecture in a "theory" course focusing on discrete math and the foundations of computing: what can we compute and what can't we compute.

Level of the course: Sophomore Computer Science or related major.