How to calculate the expectation of - Mathematics Stack Exchange
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When can we interchange the derivative with an expectation?
Expectation of gradient in stochastic gradient descent algorithm. 3. What is the relationship between the ...
The expectation of an expectation - Mathematics Stack Exchange
2020年10月21日 · 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 correct or if any subtleties cause this not to be true. i.e. $ \mathbb{E[\mathbb{E[x]}]}=\mathbb{E[x]} $
statistics - What is the expectation of $ X^2$ where $ X$ is ...
expectation & variance of square of non-standard normal distribution. 2. Normally distributed rain drops ...
probability - Expectation on 1/X - Mathematics Stack Exchange
2012年12月1日 · Expectation of a random variable uniformly distributed according to another random variable. 4. ...
Difference between logarithm of an expectation value and …
To add on Didier's answer, it is instructive to note that the inequality ${\rm E}(\ln X) \le \ln {\rm E}(X)$ can be seen as a consequence of the AM-GM inequality combined with the strong law of large numbers, upon writing the AM-GM inequality $$ \sqrt[n]{{X_1 \cdots X_n }} \le \frac{{X_1 + \cdots + X_n }}{n} $$ as $$ \exp \bigg(\frac{{\ln X_1 + \cdots + \ln X_n }}{n}\bigg) \le \frac{{X_1 ...
probability - Infinite expected value of a random variable ...
2012年11月17日 · 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.
What is the difference between Average and Expected value?
The distinction is subtle but important: The average value is a statistical generalization of multiple occurrences of an event (such as the mean time you waited at the checkout the last 10 times you went shopping, or indeed the mean time you will wait at …
expected value calculation for squared normal distribution
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Proof: Product of Expectation of two independent random variables!
2015年10月7日 · Expectation of product of more than two independent random variables. 1. Conditional expectation for ...