bivariate-random-variable

  1. Nicole Seaman

    P1.T2.20.10. Conditional expectations and the i.i.d. property

    Learning objectives: Compute the variance of a weighted sum of two random variables. Compute the conditional expectation of a component of a bivariate random variable. Describe the features of an iid sequence of random variables. Explain how the iid property is helpful in computing the mean and...
    • Nicole Seaman
    • Thread
    • bivariate-random-variable conditional-expectations iid-random-variables iid-sequence variance weighted-sum
    • Replies: 0
    • Forum: FRM® Practice Questions
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