Expected value

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Definition

Given a random variable [ilmath]X[/ilmath] we define the expected value of [ilmath]X[/ilmath] as:

  • [math]\mathbb{E}[X]=\sum x\mathbb{P}[X=x][/math]


TODO: Flesh page out

References


Addition of random variables

Theorem: [math]\mathbb{E}[X+Y]=\mathbb{E}[X]+\mathbb{E}[Y][/math]


TODO: http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/Chapter6.pdf p7

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