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

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, …

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 ($E (X))^2$) $=E (X^2)-2 (E (X))^2+ (E (X))^2=E (X^2)- (E (X))^2$

Jun 3, 2015 · What is the expectation of $ X^2$ where $ X$ is distributed normally? Ask Question Asked 13 years, 11 months ago Modified 10 years, 6 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 …

How to calculate the expectation of $XY$? Ask Question Asked 13 years, 11 months ago Modified 1 year, 6 months ago

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