Definition:Expectation/Definition 2

Definition

The expectation of a random variable $X$ is the first moment about the origin of $X$.

Also see

• Equivalence of Definitions of Expectation

• Results about expectation can be found here.

Technical Note

The $\LaTeX$ code for \(\expect {X}\) is \expect {X} .

When the argument is a single character, it is usual to omit the braces:

\expect X

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): expectation (expected value)
• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): mean: 5.
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): expectation (expected value)
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): mean: 5.