Lecture 12: Sum of Independent R.V.s. Covariance and Correlation (M-I-T)

• L12.2 The Sum of Independent Discrete Random Variables (M-I-T)
• L12.3 The Sum of Independent Continuous Random Variables (M-I-T)
• L12.4 The Sum of Independent Normal Random Variables (M-I-T)
• L12.5 Covariance (M-I-T)
• L12.6 Covariance Properties (M-I-T)
• L12.7 The Variance of the Sum of Random Variables (M-I-T)
• L12.8 The Correlation Coefficient (M-I-T)
• L12.9 Proof of Key Properties of the Correlation Coefficient (M-I-T)
• L12.10 Interpreting the Correlation Coefficient (M-I-T)
• L12.11 Correlations Matter (M-I-T)