Oct 21, 2020 · This may seem trivial but just to confirm, as the expected value is a constant, this implies that the expectation of an expectation is just itself. It would be useful to know if this assumption is

Difference between logarithm of an expectation value and expectation value of a logarithm Ask Question Asked 14 years, 10 months ago Modified 10 years, 10 months ago

The second term is such because $E (X)$ is a constant, and the expectation of a constant is the constant itself (same for the last term ($E (X))^2$) $=E (X^2)-2 (E (X))^2+ (E (X))^2=E (X^2)- (E (X))^2$

Dec 13, 2013 · 2 A clever solution to find the expected value of a geometric r.v. is those employed in this video lecture of the MITx course "Introduction to Probability: Part 1 - The Fundamentals" (by the way, …

Jul 7, 2024 · Expectation of a non negative integer value random variable Ask Question Asked 1 year, 5 months ago Modified 1 year, 5 months ago

May 27, 2011 · I understand how to define conditional expectation and how to prove that it exists. Further, I think I understand what conditional expectation means intuitively. I can also prove the …

Dec 14, 2012 · 6 Why is the expectation of an exponential function: $$\mathbb {E} [\exp (A x)] = \exp ( (1/2) A^2)\,?$$ I am struggling to find references that shows this, can anyone help me please? If …

May 6, 2020 · Specific question about the proof Law of total expectation [duplicate] Ask Question Asked 5 years, 7 months ago Modified 5 years, 7 months ago

Feb 23, 2015 · measure-theoretic definition of expectation Ask Question Asked 10 years, 9 months ago Modified 10 years, 9 months ago

Mar 23, 2016 · Explore related questions probability probability-theory expectation See similar questions with these tags.