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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
- stochastic integrals - Expectation of geometric brownian motion . . .
Expectation of geometric brownian motion Ask Question Asked 14 years, 6 months ago Modified 8 years, 10 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
- probability - How to calculate the expectation of $XY$? - Mathematics . . .
How to calculate the expectation of $XY$? Ask Question Asked 13 years, 10 months ago Modified 1 year, 5 months ago
- 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
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