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Expected Values

  • Simon ŠircaEmail author
Chapter
Part of the Graduate Texts in Physics book series (GTP)

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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Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  1. 1.Faculty of Mathematics and PhysicsUniversity of LjubljanaLjubljanaSlovenia

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