19-d DMC: Expected wait to success. Expectation of exponential random variables.

Foundations of Computer Science, Rensselaer Fall 2020.

Professor Malik Magdon-Ismail talks about the expected value. The expected value as the summary of a random variable - the average behavior in the long run if the experiment is repeated. We develop the formula/definition of the expected value. We then do several examples: sum of dice, Bernoulli/binary, Binomial and waiting time random variables. Computing expectations requires computing sums and we show a few tricks of the trade for computing sums.

This is the nineteenth 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.