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Informally, the expected value is the mean of the possible values a random variable can take, weighted by the probability of those outcomes. Since it is obtained through arithmetic, the expected value sometimes may not even be included in the sample data set; it is not the value you would "expect" to get in reality.
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 ...
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 ...
To find a second-order approximation for the covariance of functions of two random variables (with the same function applied to both), one can proceed as follows.
If, on the other hand, we know the characteristic function φ and want to find the corresponding distribution function, then one of the following inversion theorems can be used. Theorem. If the characteristic function φ X of a random variable X is integrable, then F X is absolutely continuous, and therefore X has a probability density function.
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
This provides us with a method for calculating the expected values of many microscopic quantities. We add the quantity artificially to the microstate energies (or, in the language of quantum mechanics, to the Hamiltonian), calculate the new partition function and expected value, and then set λ to zero in the final
In probability theory and statistics, the moment-generating function of a real-valued random variable is an alternative specification of its probability distribution.Thus, it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions.