Tag: covariance

• Random Variables and Expectation: Measurable Functions and the Lebesgue IntegralWe define random variables as measurable functions, build the expectation as a Lebesgue integral, and prove the transfer formula, the covariance rules and Chebyshev's inequality.MathematicsProbability TheoryUndergraduaterandom variablesexpectationvariancecovarianceChebyshev's inequality~20 min