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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,
- 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, 10 months ago Modified 10 years, 10 months ago
- 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
- Mean, Expected Value, or Expectation of a Constant?
Mean, Expected Value, or Expectation of a Constant? Ask Question Asked 12 years ago Modified 6 years ago
- Expectation of an absolute value - Mathematics Stack Exchange
For a standard normal distribution (mean zero, standard deviation 1), the difference between two samples is also normal with mean zero, standard deviation $\sqrt2$ To get the distribution of the absolute value, you fold the negative half onto the positive half and then double it to renormalize You can then compute the expected value in the usual way, which I assume you know, and it leads to
- Expectation of the square of a geometric random variable
I think you mean the expectation of the square of a geometric random variable "Expectation squared ____" would seem to mean "square of expectation ____"
- Proof of the tower property for conditional expectations
probability-theory conditional-expectation See similar questions with these tags
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