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 …

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 …

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, 9 months ago Modified 10 years, 9 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, …

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 …

Expectation of an exponential function Ask Question Asked 12 years, 11 months ago Modified 9 years, 6 months ago

Oct 31, 2012 · As far as resources go, I remember learning things like this variously from "Art and Craft of Problem Solving", Art of Problem Solving's "Introduction to" and "Intermediate …

May 19, 2015 · How did you reformulate the density function into an arithmetico-geometric series? Otherwise, the result for the sum of geometric series is very well known and it is not unusual to …

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. …