8. Dependence, Correlation, and Conditional Expectation

  1. Paolo Brandimarte

Published Online: 24 MAY 2011

DOI: 10.1002/9781118023525.ch8

Quantitative Methods: An Introduction for Business Management

Quantitative Methods: An Introduction for Business Management

How to Cite

Brandimarte, P. (2011) Dependence, Correlation, and Conditional Expectation, in Quantitative Methods: An Introduction for Business Management, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118023525.ch8

Publication History

  1. Published Online: 24 MAY 2011
  2. Published Print: 4 APR 2011

ISBN Information

Print ISBN: 9780470496343

Online ISBN: 9781118023525

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Keywords:

  • dependence;
  • correlation;
  • conditional expectation;
  • covariance;
  • correlation coefficient

Summary

This chapter contains sections titled:

  • Joint And Marginal Distributions

  • Independent Random Variables

  • Covariance And Correlation

  • Jointly Normal Variables

  • Conditional Expectation