Abstract
Many of the hardest problems in applied probability revolve around the calculation of expectations of one sort or another. On one level, these are merely humble exercises in integration or summation. However, we should not be so quick to dismiss the intellectual challenges. Readers are doubtless already aware of the clever applications of characteristic and moment generating functions. This chapter is intended to review and extend some of the tools that probabilists routinely call on. Readers can consult the books [34, 59, 60, 78, 80, 166] for many additional examples of these tools in action.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2010 Springer Science+Business Media, LLC
About this chapter
Cite this chapter
Lange, K. (2010). Calculation of Expectations. In: Applied Probability. Springer Texts in Statistics, vol 0. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-7165-4_2
Download citation
DOI: https://doi.org/10.1007/978-1-4419-7165-4_2
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-7164-7
Online ISBN: 978-1-4419-7165-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)