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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
- 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
- Expected value of an expected value - Mathematics Stack Exchange
The second term is such because $E (X)$ is a constant, and the expectation of a constant is the constant itself (same for the last term ($E (X))^2$) $=E (X^2)-2 (E (X))^2+ (E (X))^2=E (X^2)- (E (X))^2$
- Proof of the tower property for conditional expectations
probability-theory conditional-expectation See similar questions with these tags
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