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  2. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    The mass of probability distribution is balanced at the expected value, here a Beta(α,β) distribution with expected value α/(α+β). In classical mechanics , the center of mass is an analogous concept to expectation.

  3. Law of total expectation - Wikipedia

    en.wikipedia.org/wiki/Law_of_total_expectation

    The proposition in probability theory known as the law of total expectation, [1] the law of iterated expectations [2] (LIE), Adam's law, [3] the tower rule, [4] and the smoothing theorem, [5] among other names, states that if is a random variable whose expected value ⁡ is defined, and is any random variable on the same probability space, then

  4. Conditional expectation - Wikipedia

    en.wikipedia.org/wiki/Conditional_expectation

    In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value evaluated with respect to the conditional probability distribution. If the random variable can take on only a finite number of values, the "conditions" are that the variable can only take on a subset of ...

  5. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    In probability theory, the Fourier transform of the probability distribution of a real-valued random variable is closely connected to the characteristic function of that variable, which is defined as the expected value of , as a function of the real variable (the frequency parameter of the Fourier transform).

  6. Expectation value (quantum mechanics) - Wikipedia

    en.wikipedia.org/wiki/Expectation_value_(quantum...

    In quantum mechanics, the expectation value is the probabilistic expected value of the result (measurement) of an experiment. It can be thought of as an average of all the possible outcomes of a measurement as weighted by their likelihood, and as such it is not the most probable value of a measurement; indeed the expectation value may have zero probability of occurring (e.g. measurements which ...

  7. Law of total variance - Wikipedia

    en.wikipedia.org/wiki/Law_of_total_variance

    Note that the conditional expected value ⁡ is a random variable in its own right, whose value depends on the value of . Notice that the conditional expected value of given the event = is a function of (this is where adherence to the conventional and rigidly case-sensitive notation of probability theory becomes important!).

  8. Convergence of random variables - Wikipedia

    en.wikipedia.org/wiki/Convergence_of_random...

    That the probability distribution describing the next outcome may grow increasingly similar to a certain distribution; Some less obvious, more theoretical patterns could be That the series formed by calculating the expected value of the outcome's distance from a particular value may converge to 0

  9. Multivariate random variable - Wikipedia

    en.wikipedia.org/wiki/Multivariate_random_variable

    The expected value or mean of a random vector is a fixed vector ⁡ [] whose elements are the expected values of the respective random variables. [ 3 ] : p.333 E ⁡ [ X ] = ( E ⁡ [ X 1 ] , . . .