If I have two variables $X$ and $Y$ which randomly take on values uniformly from the range $[a,b]$ (all values equally probable), what is the expected value for ...

2 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 …

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However, in many textbooks, the equation $E [X+Y]=E [X]+E [Y]$ is given as an explanation to expectation of playing two games together. Explanation is more difficult than the result.

Average is essentially expected value. Except I tend to use (IMHO ) average for simple average I.e expected value of X say, whilst expected value is usually a function. But your right, for example …

Mean, Expected Value, or Expectation of a Constant? Ask Question Asked 11 years, 11 months ago Modified 5 years, 11 months ago

Difference between logarithm of an expectation value and expectation value of a logarithm Ask Question Asked 14 years, 9 months ago Modified 10 years, 9 months ago

For linearity of expectation, the proof will depend on how you have defined expectation. But it should be one of the first facts about expectation proved in any textbook on probability theory, and usually …

The expected value of your example does not exist. However, since the series that would define the expected value as a generalized limit of $\infty$, we sometimes (sloppily) say that the expected value …

I am trying to understand the proof for the Kullback-Leibler divergence between two multivariate normal distributions. On the way, a sort of trace trick is applied for the expectation of the quadra...