
The expectation of an expectation - Mathematics Stack Exchange
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 …
Intuitive explanation of the tower property of conditional …
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 …
Calculate expectation of a geometric random variable
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" …
statistics - What is the expectation of $ X^2$ where $ X$ is ...
Jun 3, 2015 · What is the expectation of $ X^2$ where $ X$ is distributed normally? Ask Question Asked 13 years, 9 months ago Modified 10 years, 5 months ago
Difference between logarithm of an expectation value and …
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 ...
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, …
Interchange of expected value and summation - Mathematics …
Aug 26, 2017 · 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 …
Expected value of an expected value - Mathematics Stack Exchange
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Expectation of an exponential function - Mathematics Stack …
Expectation of an exponential function Ask Question Asked 12 years, 11 months ago Modified 9 years, 6 months ago
Expectation of a log random variable - Mathematics Stack Exchange
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. …