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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
(r.v.)
Expected Value
Variance g (x ) × pX (x ) E[g (X )] =
x Ex
E[X 2 ] = x 2 × pX (x )
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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This note was uploaded on 01/24/2014 for the course STAT 225 taught by Professor Martin during the Spring '08 term at Purdue UniversityWest Lafayette.
 Spring '08
 MARTIN
 Probability, Variance

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