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

Difference between logarithm of an expectation value and expectation value of a logarithm Ask Question Asked 14 years, 11 months ago Modified 10 years, 11 months ago

Mar 23, 2016 · Yes, you are right. This is sometimes called the law of the unconscious statistician. If it is a discrete distribution and one knows its probability mass function fX f X (but not fg(X) f g (X)), then …

Jul 8, 2015 · Expected Value Proof - Law of Total Expectation. Ask Question Asked 10 years, 6 months ago Modified 6 years, 1 month 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 ($E (X))^2$) $=E (X^2)-2 (E (X))^2+ (E (X))^2=E (X^2)- (E (X))^2$

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 …

May 1, 2019 · I thought the expectation of a product is the product of expectations, but this is not what has happened. Someone we have managed to get an extra expectation out of the front. Any ideas? …

Expectation of an exponential function Ask Question Asked 13 years, 1 month ago Modified 9 years, 8 months ago

Jul 15, 2023 · I am really struggling here, and I would be greatly indebted if anyone could truly explain what is going on in the derivation of the expectation of a negative hypergeometric distribution.

Nov 10, 2024 · Precise statement of the **Substitution Law** for Conditional Expectation Ask Question Asked 1 year, 2 months ago Modified 1 year, 2 months ago