POL571 Lecture Notes: Expectation and Functions of Random Variables

• exposé

POL 571: Expectation and Functions of Random Variables Kosuke Imai Department of Politics, Princeton University March 10, 2006 1 Expectation and Independence To gain further insights about the behavior of random variables, we first consider their expectation, which is also called mean value or expected value. The definition of expectation follows our intuition. Definition 1 Let X be a random variable and g be any function. 1. If X is discrete, then the expectation of g(X) is defined as, then E[g(X)] = ∑ x∈X g(x)f(x), where f is the probability mass function of

• random variables
• following conditions
• moment
• functions
• random variable
• probability
• distribution
• proof
• function