Oct 21, 2020 · 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

May 27, 2011 · 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 …

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

Dec 13, 2013 · 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, …

Feb 8, 2021 · Expectation of sample variance Ask Question Asked 4 years, 10 months ago Modified 1 year, 7 months ago

Mean, Expected Value, or Expectation of a Constant? Ask Question Asked 12 years ago Modified 6 years ago

Nov 21, 2025 · For every question related to the concept of conditional expectation of a random variable with respect to a $\sigma$-algebra. It should be used with the tag (probability-theory) or (probability), …

Nov 21, 2025 · 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 …

Mar 1, 2015 · probability-theory conditional-expectation See similar questions with these tags.

Jan 25, 2018 · The expected value of a function can be found by integrating the product of the function with the probability density function (PDF). What if I want to find the expected value of the PDF itself? …