Dec 13, 2013 · 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, …

May 27, 2011 · I understand how to define conditional expectation and how to prove that it exists. Further, I think I understand what conditional expectation means intuitively. I can also prove the …

Jun 3, 2015 · What is the expectation of $ X^2$ where $ X$ is distributed normally? Ask Question Asked 14 years, 3 months ago Modified 10 years, 10 months ago

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Jan 25, 2018 · The expected value of a function can be found by integrating the product of the function with the probability density function (PDF). What if I want to find the expected value of the PDF itself? …

The second term is such because $E (X)$ is a constant, and the expectation of a constant is the constant itself (same for the last term ($E (X))^2$) $=E (X^2)-2 (E (X))^2+ (E (X))^2=E (X^2)- (E (X))^2$

What is the expectation and variance of $X$ for those values of parameters, where it is defined? Furthermore, how can one estimate the parameters $ (\alpha, \beta)$ with given data using the …