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Bookmark or Share- Calculate expectation of a geometric random variableA 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" (by the way, an extremely enjoyable course) and based on (a) the memoryless property of the geometric r.v. and (b) the total expectation theorem.
- Expected value of an expected value - Mathematics Stack ExchangeStack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
- probability - Calculate the expected value of $Y=e^X$ where $X \sim N ...Stack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
- probability - Infinite expected value of a random variable ...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, that's clearly not the case, because we're taking a weighted average of possible outcomes, and the weighted average itself might be an unlikely, or even impossible outcome.
- How to calculate the expectation of - Mathematics Stack ExchangeStack Exchange Network. Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
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