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  2. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    According to this definition, E[X] exists and is finite if and only if E[X +] and E[X −] are both finite. Due to the formula |X| = X + + X −, this is the case if and only if E|X| is finite, and this is equivalent to the absolute convergence conditions in the definitions above. As such, the present considerations do not define finite ...

  3. Characterizations of the exponential function - Wikipedia

    en.wikipedia.org/wiki/Characterizations_of_the...

    Define e x as the value of the infinite series = =! = + +! +! +! + (Here n! denotes the factorial of n. One proof that e is irrational uses a special case of this formula.) Inverse of logarithm integral.

  4. Characteristic function (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Characteristic_function...

    [3] [4] This convention for the constants appearing in the definition of the characteristic function differs from the usual convention for the Fourier transform. [5] For example, some authors [6] define φ X (t) = E[e −2πitX], which is essentially a change of parameter.

  5. Exponential function - Wikipedia

    en.wikipedia.org/wiki/Exponential_function

    Some alternative definitions lead to the same function. For instance, e x can be defined as (+). Or e x can be defined as f x (1), where f x : R → B is the solution to the differential equation ⁠ df x / dt ⁠ (t) = x f x (t), with initial condition f x (0) = 1; it follows that f x (t) = e tx for every t in R.

  6. Conditional expectation - Wikipedia

    en.wikipedia.org/wiki/Conditional_expectation

    Examples of this are decision tree regression when g is required to be a simple function, linear regression when g is required to be affine, etc. These generalizations of conditional expectation come at the cost of many of its properties no longer holding.

  7. Exponential distribution - Wikipedia

    en.wikipedia.org/wiki/Exponential_distribution

    In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...

  8. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    Sometimes the probability of "the value of for the parameter value " is written as P(X = x | θ) or P(X = x; θ). The likelihood is the probability that a particular outcome x {\textstyle x} is observed when the true value of the parameter is θ {\textstyle \theta } , equivalent to the probability mass on x {\textstyle x} ; it is not a ...

  9. Probability distribution - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution

    For instance, if X is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of X would take the value 0.5 (1 in 2 or 1/2) for X = heads, and 0.5 for X = tails (assuming that the coin is fair). More commonly, probability distributions are used to compare the relative occurrence of many different random ...