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For more information, please see full course syllabus of Probability
For more information, please see full course syllabus of Probability
Probability Conditional Probability & Conditional Expectation
Lecture Description
In this lesson, we are going to talk about conditional probability and conditional expectation. We are going to be using some of the concepts of marginal probability which we talked about in the previous video. If you are not familiar with marginal probability, we are going to give you a really quick review of that, at the beginning of this video. The big new idea for this video is conditional probability. We will have a discreet case and a continuous case. The conditional probability in the continuous case is a little more complicated. We have a lot of variables to keep track there, so it tends to get quite confusing.
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