Expectation i.e. ‘E[X]’ in Words

Palash Nandi
Apr 8, 2021

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A Random variable is a variable whose value is determined by some random event. The Expectation of random variable ‘X’ i.e. E[X] is the central tendency of X when picked once randomly from the sample space (i.e. a homogeneous/ heterogeneous space of all possible outcome).

  1. E[X+c] = ?

So, E[X+c] = E[X] + c

2. E[cX] = ?

So, E[cX] = c.E[X]

3. E[X+Y]=?

So, E[X+Y]=E[X]+E[Y]

4. Why E[XY] = E[X] * E[Y]?

5. What is Linearity of Expectation?

6. Conditional Expectation?

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