Expected Values, Variance, and Covariance

Total time needed: ~51 minutes
Learning Objectives
Learn about expected values, variance, covariance, and connections between these concepts
Potential Use Cases
statistical analyses, function writing
Target Audience
Go through the following annotated items in order:
ARTICLE 1. What are expected values, variance, and covariance?
  • What are expected values and how do these relate to the concept of covariance?
20 minutes
VIDEO 2. Covariance and Correlation I
  • What is covariance ?
10 minutes
VIDEO 3. Covariance and Correlation II
  • What is covariance?
10 minutes
VIDEO 4. Covariance Matrices I
  • What is covariance and covariance matrices?
10 minutes
ARTICLE 5. Covariance Matrices II
  • What are covariance and covariance matrices?
31 minutes

Concepts Covered