Expectation.md (721B)
1 # Expectation (Expected Value of Random Variable) 2 3 L6 4 5 **Definition:** The expected value of a PMF is the weighted average of output. 6 7 This is calculated by summing the probabilities of each output multiplied by the output value. This will be the 'middle' of the sample space (weighted average). 8 9 This is denoted by the function E[] where the inside is the random variable that is being predicted upon. 10 11 Interesting note, the signed difference from the expectation will always be zero hence why we square them to find the variance and subsequently the standard deviation. 12 13 ## Conditional (L6) 14 15 Conditional expectations are just expectations, but they are in reference to the conditional PMF instead of the original one.