Lecture 13: Conditional Expectation & Variance Revisited; Sum of a Random Number of Independent R.V.s (M-I-T)

• L13.1 Lecture Overview (M-I-T)
• L13.2 Conditional Expectation as a Random Variable (M-I-T)
• L13.3 The Law of Iterated Expectations (M-I-T)
• L13.4 Stick-Breaking Revisited (M-I-T)
• L13.5 Forecast Revisions (M-I-T)
• L13.7 Derivation of the Law of Total Variance (M-I-T)
• L13.8 A Simple Example (M-I-T)
• L13.9 Section Means and Variances (M-I-T)
• L13.10 Mean of the Sum of a Random Number of Random Variables (M-I-T)
• L13.11 Variance of the Sum of a Random Number of Random Variables (M-I-T)
• S13.1 Conditional Expectation Properties (M-I-T)