Ch 4 Flashcards
1
Q
What is the expectation?
A
The average or mean(different from median)
2
Q
What is expectation of an indicator function?
A
E[1(X€A)]=P(X€A)
3
Q
What is expected value of a random variable that has a geometric distribution X~Geom(p)
A
E[X]=1/p
4
Q
What is expectation of E[ax+b]?
A
E[aX+b]=aE[X]+b
5
Q
What is expectation of the sum of two random variables?
A
E[X+Y]=E[X]+E[Y]
6
Q
What is the the expected value of sigma sum of random variables?
A
E[sigma i=1=>n cX]=sigma i=1=>n cE[X]
7
Q
When do expectations of random variables add?
A
Always even if not independent
8
Q
What is expectation of binomial random variable? X~Binom(n,p)
A
E[X]=np
9
Q
What is expectation of poisson random variable?X~Pois(lambda)
A
E[X]=lambda
