2 - Basic Statistics

2-1 Expected Value

2-2 Variance

2-3 Sample Mean and Variance

2-4 Covariance

2-5 Correlation

2-6 Variance of Portfolio

2-7 Skewness

2-8 Kurtosis

2-9 Coskewness and Cokurtosis

2-10 Central Moment and Chebyshev’s Inequality

2-11 Examples

2-12 Summary