Definition:Expectation/Also known as

Expectation: Also known as
The expectation of a random variable $X$ is also called the expected value of $X$ or the mean of $X$, and (for a given random variable) is often denoted $\mu$.

The terminology is appropriate, as it can be seen that an expectation is an example of a normalized weighted mean.

This follows from the fact that a probability mass function is a normalized weight function.

Various forms of $E$ can be seen to denote expectation:


 * $\map E X$
 * $\map {\operatorname E} X$
 * $\operatorname {\mathbb E} \sqbrk X$

and so on.