Probability
Variance and Standard Deviation for Dummies
PMFs, CDFs, expected value, variance, and linearity of expectation.
What to remember
- A random variable maps outcomes to numbers; PMF/CDF describe its distribution.
- E[X] is the probability-weighted average; Var(X) = E[X²] − (E[X])².
- Linearity of expectation holds without independence. Decompose into indicators.
Read the lessonRandom Variables and Expectation, with a checkpoint at the end.