微软中国-Chapter4TheMeanandVariance.pptVIP

Mathematical expectation * * Chapter 4 The Mean and Variance 4.1 Expectations of random variables Although all the probability information of a random variable is contained in its cdf (or pmf for discrete random variables and pdf for continuous random variables), it is often useful to consider various numerical characteristics of that random variable. One such number is the expectation of a random variable; it is a sort of “weighted average” of the values that X can take. Here is a more precise de?nition. Definition 4.1 If X~P{X=xk}=pk, k=1,2,…n, define the mathematical expectation of r.