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- The expectation of an expectation - Mathematics Stack Exchange
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
- Intuitive explanation of the tower property of conditional expectation
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 the tower property,
- Calculate expectation of a geometric random variable
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" (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
- Difference between logarithm of an expectation value and expectation . . .
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
- probability - Infinite expected value of a random variable . . .
The term I've come across for such variables is that their distributions have a "too fat tail", signifying that high-value outcomes have such a big probability that even though it all sums up to $1$, once you calculate the expected value, the big outcomes kick in and inflate the result
- Expected Value of a Binomial distribution? - Mathematics Stack Exchange
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 Counting and Probability" Depending on your goals, there may better sources for this stuff For instance, the Wikipedia page on binomial coefficients is moderately comprehensive
- Expectation in measure theory - Mathematics Stack Exchange
Expectation in measure theory Ask Question Asked 10 years, 3 months ago Modified 2 years, 8 months ago
- Tail sum for expectation - Mathematics Stack Exchange
Tail sum for expectation Ask Question Asked 14 years, 2 months ago Modified 7 years, 4 months ago
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