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- The expectation of an expectation - Mathematics Stack Exchange
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
- Intuitive explanation of the tower property of conditional expectation
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 tower property,
- Calculate expectation of a geometric random variable
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, an extremely enjoyable course) and based on (a) the memoryless property of the geometric r v and (b) the total expectation theorem
- Difference between logarithm of an expectation value and expectation . . .
Difference between logarithm of an expectation value and expectation value of a logarithm Ask Question Asked 14 years, 9 months ago Modified 10 years, 9 months ago
- probability - Infinite expected value of a random variable . . .
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, that's clearly not the case, because we're taking a weighted average of possible outcomes, and the weighted average itself might be an unlikely, or even impossible outcome
- Interchange of expected value and summation - Mathematics Stack Exchange
The expectation operator is linear This means that you can change the order of taking expectations and taking sums In both of the formulas that you state, this is exactly what is done: on the left-hand sides, the sum is taken first and then the expectation, on the right-hand sides the expectation is taken first and then the sum Both formulas are correct
- Mean, Expected Value, or Expectation of a Constant?
Mean, Expected Value, or Expectation of a Constant? Ask Question Asked 12 years ago Modified 5 years, 11 months ago
- Expectation of a log random variable - Mathematics Stack Exchange
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 Newman and M Welling
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