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, 11 months ago Modified 10 years, 11 months ago

3 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, an extremely …

I know that if X X were distributed as a standard normal, then X2 X 2 would be distributed as chi-squared, and hence have expectation 1 1, but I'm not sure about for a general normal.

Jul 8, 2015 · Expected Value Proof - Law of Total Expectation. Ask Question Asked 10 years, 6 months ago Modified 6 years, 1 month 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 ($E (X))^2$) $=E (X^2)-2 (E (X))^2+ (E (X))^2=E (X^2)- (E (X))^2$

Mar 23, 2016 · Yes, you are right. This is sometimes called the law of the unconscious statistician. If it is a discrete distribution and one knows its probability mass function fX f X (but not fg(X) f g (X)), then …

May 1, 2019 · I thought the expectation of a product is the product of expectations, but this is not what has happened. Someone we have managed to get an extra expectation out of the front. Any ideas? …

How to calculate the expectation of XY X Y? Ask Question Asked 14 years ago Modified 1 year, 7 months ago

Expectation of an exponential function Ask Question Asked 13 years, 1 month ago Modified 9 years, 8 months ago