Abstract
The mathematical expectation of a random variable, defined in §4.3, is one of the foremost notions in probability theory. It will be seen to play the same role as integration in calculus—and we know “integral calculus” is at least half of all calculus. Recall its meaning as a probabilistically weighted average [in a countable sample space] and rewrite (4.3.11) more simply as:
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© 1974 Springer Science+Business Media New York
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Chung, K.L. (1974). Mean, Variance and Transforms. In: Elementary Probability Theory with Stochastic Processes. Undergraduate Texts in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-3973-2_6
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DOI: https://doi.org/10.1007/978-1-4757-3973-2_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4757-3975-6
Online ISBN: 978-1-4757-3973-2
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