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 …

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" …

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 …

Difference between logarithm of an expectation value and expectation value of a logarithm Ask Question Asked 14 years, 8 months ago Modified 10 years, 8 months ago

May 23, 2011 · Expectation of geometric brownian motion Ask Question Asked 14 years, 5 months ago Modified 8 years, 9 months ago

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 …

Aug 20, 2015 · Expectation in measure theory Ask Question Asked 10 years, 2 months ago Modified 2 years, 6 months ago

You'll need to complete a few actions and gain 15 reputation points before being able to upvote. Upvoting indicates when questions and answers are useful. What's reputation and how do I …

Oct 7, 2015 · Proof: Product of Expectation of two independent random variables! Ask Question Asked 10 years ago Modified 5 years, 6 months ago

Continue to help good content that is interesting, well-researched, and useful, rise to the top! To gain full voting privileges,