Expected value

From Maths
Revision as of 17:40, 8 May 2015 by Alec (Talk | contribs)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to: navigation, search

Definition

Given a random variable [ilmath]X[/ilmath] we define the expected value of [ilmath]X[/ilmath] as:

  • [math]\mathbb{E}[X]=\sum x\mathbb{P}[X=x][/math]



TODO: Flesh page out


References


Addition of random variables

Theorem: [math]\mathbb{E}[X+Y]=\mathbb{E}[X]+\mathbb{E}[Y][/math]