Wikipedia 10K Redux by Reagle from Starling archive. Bugs abound!!!
<-- Previous | Newer --> | Current: 984142559 Dick Beldin at Fri, 09 Mar 2001 12:55:59 +0000.
back to [[Statistics/Theory]] Averaging across a probability distribution is so common in [[Statistics]] that a special notation has been developed to denote it. This is the '''Expectation Operator'''. The formal definition of the expectation of a function g applied to a random variable X is given by (for a [[Continuous Random Variable]]) *EX[g(x)] = INTEGRAL g(x) dF(x) where dF indicates the probability element at x and the region of integration includes all values of the variable with non-zero probability density. In the case of discrete random variables, we have *EX[g(x)] = SUM g(x) p(x) where p(x) is the probability distribution of the random variable X. ---- [[Dick Beldin]]