Probability theory and stochastic processes Expectation, moments and transforms Concept
Expected value
Summary
The expected value of a random variable is its average value, where each value has a weight equal to its probability. The node expected value gives the precise definition.
Where this leads
49 pages build on this one.
- Rubin causal model
- Functional data analysis
- Queueing theory
- Paley–Zygmund inequality
- Factor analysis
- Stein's unbiased risk estimate
- Stationary process
- Wald–Wolfowitz optimality of the sequential probability ratio test
- XYZ inequality
- Karhunen–Loève theorem
- Stochastic optimal control
- Stein's lemma
- Variogram
- Robbins–Monro algorithm
- Stein's example
- McDiarmid's inequality
- Kriging
- Marcinkiewicz–Zygmund inequality
- Khintchine inequality
- Probabilistic method
- Multilevel Monte Carlo method
- Wald's equation
- Kolmogorov's inequality
- FKG inequality
- Linear-quadratic-Gaussian control
- Lindeberg's condition
- General linear model
- Mahalanobis distance
- Fisher information
- Instrumental variables estimation
- Fréchet mean
- Renewal theory
- Variance reduction
- Statistical learning theory
- Bernstein inequalities
- Linear regression
- Gaussian process
- Stochastic ordering
- Risk function
- Generalized linear model
- Separation principle
- Kolmogorov's three-series theorem
- Kolmogorov continuity theorem
- Control variates
- CUSUM
- Harris inequality
- Monte Carlo method
- Change detection
- Propagation of uncertainty
Further reading
- Web https://en.wikipedia.org/wiki/Expected_value, lead section
About this page
| Tag | 0WQNRCNY3M |
|---|---|
| URI | m2://0WQNRCNY3M |
| Aliases | expectation, mean, expected-value-of-random-variable, mathematical-expectation |
| Kind | concept |
| Writing | W1 stated |
| MSC | 60A05 |
| Same as |
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What this page needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
- edge specializes both: the more general notions and the special cases (0 of 1)
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What links here
Definitions
Used by
- Rubin causal model
- Functional data analysis
- Queueing theory
- Paley–Zygmund inequality
- Factor analysis
- Stationary process
- Wald–Wolfowitz optimality of the sequential probability ratio test
- Karhunen–Loève theorem
- Stochastic optimal control
- Stein's lemma
- Variogram
- Robbins–Monro algorithm
- McDiarmid's inequality
- Kriging
- Marcinkiewicz–Zygmund inequality
- Khintchine inequality
- Probabilistic method
- Multilevel Monte Carlo method
- Wald's equation
- Kolmogorov's inequality
- Linear-quadratic-Gaussian control
- Lindeberg's condition
- General linear model
- Mahalanobis distance
- Fisher information
- Instrumental variables estimation
- Fréchet mean
- Renewal theory
- Variance reduction
- Statistical learning theory
- Bernstein inequalities
- Linear regression
- Gaussian process
- Stochastic ordering
- Risk function
- Generalized linear model
- Kolmogorov's three-series theorem
- Kolmogorov continuity theorem
- Control variates
- Harris inequality
- Monte Carlo method
- Change detection
- Propagation of uncertainty