Difference between logarithm of an expectation value and expectation value of a logarithm Ask Question Asked 14 years, 11 months ago Modified 10 years, 11 months ago

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

3 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, an extremely …

Nov 10, 2020 · Proof for 1.: Proof for the calculation of mean in negative binomial distribution Proof for 2: Although I can't find a concrete proof on stackexchange, this is the expected value used in the …

Apr 17, 2022 · Jensen's Inequality Proof for Conditional Expectation (Durrett) Ask Question Asked 3 years, 9 months ago Modified 3 years, 9 months ago

126 Is there an exact or good approximate expression for the expectation, variance or other moments of the maximum of n n independent, identically distributed gaussian random variables where n n is large?

Dec 1, 2012 · Expectation on 1/X Ask Question Asked 13 years, 1 month ago Modified 3 years, 11 months ago

May 1, 2019 · I thought the expectation of a product is the product of expectations, but this is not what has happened. Someone we have managed to get an extra expectation out of the front. Any ideas? …

I know that if X X were distributed as a standard normal, then X2 X 2 would be distributed as chi-squared, and hence have expectation 1 1, but I'm not sure about for a general normal.

How to calculate the expectation of XY X Y? Ask Question Asked 14 years ago Modified 1 year, 7 months ago