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Date: 5-4-2021
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Date: 15-3-2021
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Date: 15-4-2021
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The expectation value of a function in a variable is denoted or . For a single discrete variable, it is defined by
(1) |
where is the probability density function.
For a single continuous variable it is defined by,
(2) |
The expectation value satisfies
(3) |
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(4) |
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(5) |
For multiple discrete variables
(6) |
For multiple continuous variables
(7) |
The (multiple) expectation value satisfies
(8) |
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(9) |
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(10) |
where is the mean for the variable .
REFERENCES:
Papoulis, A. "Expected Value; Dispersion; Moments." §5-4 in Probability, Random Variables, and Stochastic Processes, 2nd ed. New York: McGraw-Hill, pp. 139-152, 1984.
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