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 …

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" …

Difference between logarithm of an expectation value and expectation value of a logarithm Ask Question Asked 14 years, 8 months ago Modified 10 years, 8 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 …

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 …

You'll need to complete a few actions and gain 15 reputation points before being able to upvote. Upvoting indicates when questions and answers are useful. What's reputation and how do I …

Aug 20, 2015 · Expectation in measure theory Ask Question Asked 10 years, 2 months ago Modified 2 years, 6 months ago

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, …

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. …

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