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Unformatted text preview: metimes we refer to the
expected value as the expectation, the mean, or the ﬁrst
moment. It is usually denoted by µX
For any function, say g (X ), we can also ﬁnd an
expectation of that function. It is Random Variable
Variance g (x ) × pX (x ) E[g (X )] =
E[X 2 ] = x 2 × pX (x )
10.4 Notes Expected Value
and Variance Properties of expected value Notes Let X and Y be discrete r.v.s deﬁned on the same sample
space and having ﬁnite expectation (i.e. E[X ], E[Y ]...
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