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 …

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

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" …

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 …

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

If $Y=X^n$, with $n$ and the expectation and variance of $X$ known, what is the expectation and variance of $Y$?

Nov 17, 2012 · Part of it might be because of the word "expectation." In common usage, when we expect something to happen, we think it's more likely to happen than not. But in probability, …

Jan 25, 2018 · The expected value of a function can be found by integrating the product of the function with the probability density function (PDF). What if I want to find the expected value of …

Dec 22, 2020 · I have an equation that requires taking the natural log of a random variable. When trying to figure out how to evaluate the expression, I came across this paper: Y. W. Teh, D. …