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Expectation of a function Functions of many variables
 

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Lecture 16
Expectation of a function
Some rules
Functions of many variables
Multiplication rule
Expectation as prediction
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Expectation of a function
E{g(X)} =
x
g(x)P{X = x}
Here g is any function satisfying x |g(x)|P{X = x} < .

  

Source: Adler, Robert J. - Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology

 

Collections: Mathematics; Engineering