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Expectation

  • Peter Whittle
Part of the Springer Texts in Statistics book series (STS)

Abstract

We shall now take up in earnest the axiomatic treatment sketched in Section 1.3. We assume a sample space Ω, setting a level of description of the realization ω of the system under study. In addition, we postulate that to each numerical-valued observable X(ω) can be attached a number E(X), the expected value or expectation of X. The description of the variation of ω over Ω implied by the specification of these expectations will be termed a probability process or random process. The introduction of a probabilistic element justifies the term random variable, which we shall consistently abbreviate to r.v.

Keywords

Sample Space Expectation Operator Roulette Wheel Markov Inequality Chebyshev Inequality 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 1992

Authors and Affiliations

  • Peter Whittle
    • 1
  1. 1.Department of Pure Mathematics and Mathematical StatisticsUniversity of CambridgeCambridgeEngland

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