Calculation of Expectations

  • Kenneth Lange
Part of the Springer Texts in Statistics book series (STS, volume 0)


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.


Dirichlet Distribution Probability Generate Function Factorial Moment Positive Random Variable Gamma Density 
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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Departments of Biomathematics, Human Genetics, and StatisticsUniversity of California, Los AngelesLos AngelesUSA

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