Mean and Variance

  • J. G. Kalbfleisch
Part of the Springer Texts in Statistics book series (STS)


Let X be a discrete variate with range S and probability function f, and let h be a real-valued function defined on S The expected value of the variate h(X) is a real number given by
$$\sum {\{ h(X)\} = \sum\limits_{x \in X} {h(x)f(x)} } .$$
If probabilities are interpreted as long-run relative frequencies, then E{h(X)} represents the average value of h(X) in infinitely many repetitions of the experiment (Section 1).


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Copyright information

© Springer Science+Business Media New York 1985

Authors and Affiliations

  • J. G. Kalbfleisch
    • 1
  1. 1.Department of Statistics and Actuarial ScienceUniversity of WaterlooWaterlooCanada

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