Lesson 290

Probability & Expected Value

Expectation & Linearity

1:00

How to compute expected value, why linearity of expectation works for any random variables, and how the indicator trick powers average-case algorithm analysis.

By the end, you can

  • Compute P(event) from a sample space and identify favorable outcomes.
  • Calculate E[X] = Σ x · P(x) for a discrete distribution.
  • Apply linearity of expectation to find the expected sum of multiple random variables without enumeration.
  • Explain why linearity of expectation does not require independence, and contrast this with variance.
  • Define indicator variables, state that E[I] = P(event), and use them to solve the hat-check problem.
  • State the variance formula Var(X) = E[X²] − (E[X])² and identify when variances can be added.
  • Recognize how randomized quicksort, treaps, skip-lists, and reservoir sampling all rely on expectation and linearity.
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