Expectation

Tuesday, 2 July 2019

2:18 PM

The expectation / mean of a random variable  the weighted average of the possible values of . Each value being weighted by the probability that it assumes.

 

 

Discrete

Continuous

 

 

 

For 2 constants  and

 

 

Given a function  of a random variable .

 

 

Discrete

Continuous

 

 

Given a function  of two random variables  and .

 

 

Discrete

Continuous

 

 

 

 

 

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