Probability for Physicists pp 93-121 | Cite as

# Expected Values

Chapter

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## Abstract

Finding expected values of distributions is one of the main tasks of any probabilistic analysis. The expected value in the narrower sense of the average (mean), which is a measure of distribution location, is introduced first, followed by the related concepts of the median and distribution quantiles. Expected values of functions of random variables are presented, as well as the variance as the primary measure of the distribution scale. The discussion is extended to moments of distributions (skewness, kurtosis), as well as to two- and *d*-dimensional generalizations. Finally, propagation of errors is analyzed.

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