4.1 Expectation of Function

2021-04-09  本文已影响0人  十年一战

Theorem 4.1.1 Law of the Unconscious Statistician. Let X be a random variable, and let r be a real valued function of a real variable. If X has a continuous distribution, then

if the mean exists. If X has a discrete distribution, then

if the mean exists.

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