MathLiveExpectation of a function of a random variable
Gives the long-run average value of g(X) over the probability space, computed as the integral of g(X) with respect to the probability measure P. It is the general definition of expectation used in probability theory.
E[g(X)] = \int_{\Omega} g(X) \, \mathrm{d}PWhat the symbols mean
| expected value of the function g applied to the random variable X | |
| a measurable function applied to the random variable | |
| random variable | |
| sample space | |
| probability measure on the sample space |
About this formula
- FieldStatistics
- TopicProbability theory
- LevelUniversity
- Also calledexpected value, mathematical expectation, expectation value, first moment, expected value of a random variable, average value of random variable
- SourceWikidata Q200125
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