Symbols:E/Expectation

Expectation

$\expect X$

Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.

Let $X$ be a real-valued discrete random variable on $\struct {\Omega, \Sigma, \Pr}$.

The expectation of $X$, written $\expect X$, is defined as:

$\expect X := \ds \sum_{x \mathop \in \image X} x \map \Pr {X = x}$

whenever the sum is absolutely convergent, that is, when:

$\ds \sum_{x \mathop \in \image X} \size {x \map \Pr {X = x} } < \infty$

The $\LaTeX$ code for $\expect X$ is \expect X .