Oct 21, 2020 · This may seem trivial but just to confirm, as the expected value is a constant, this implies that the expectation of an expectation is just itself. It would be useful to know if this assumption is

Nov 21, 2025 · For a standard normal distribution (mean zero, standard deviation 1), the difference between two samples is also normal with mean zero, standard deviation $\sqrt2$. To get the …

Difference between logarithm of an expectation value and expectation value of a logarithm Ask Question Asked 14 years, 11 months ago Modified 10 years, 11 months ago

I know that if X X were distributed as a standard normal, then X2 X 2 would be distributed as chi-squared, and hence have expectation 1 1, but I'm not sure about for a general normal.

Jul 8, 2015 · Expected Value Proof - Law of Total Expectation. Ask Question Asked 10 years, 6 months ago Modified 6 years, 1 month ago

Dec 22, 2022 · Expectation of X increases when conditioning on X being greater than another independent random variable Y? Ask Question Asked 3 years, 1 month ago Modified 3 years, 1 …

The second term is such because $E (X)$ is a constant, and the expectation of a constant is the constant itself (same for the last term ($E (X))^2$) $=E (X^2)-2 (E (X))^2+ (E (X))^2=E (X^2)- (E (X))^2$

Expectation of an exponential function Ask Question Asked 13 years, 1 month ago Modified 9 years, 8 months ago

127 Is there an exact or good approximate expression for the expectation, variance or other moments of the maximum of n n independent, identically distributed gaussian random variables where n n is large?

May 1, 2019 · I thought the expectation of a product is the product of expectations, but this is not what has happened. Someone we have managed to get an extra expectation out of the front. Any ideas? …