Abstract
f is the discrete/continuous probability density function for the random (or stochastic) variable X. F is the cumulative discrete/continuous distribution function. In the continuous case, P(X = x) = 0. Expectation of a random variable X with discrete/continuous probability density function f. μ = E[X] is called the mean. Expectation of a function g of a random variable X with discrete/continuous probability density function f.
Keywords
- Probability Density Function
- Conditional Variance
- Consistent Estimator
- Continuous Case
- Moment Generate Function
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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References
See Johnson and Bhattacharyya (1996), Larsen and Marx (1986), Griffiths, Carter, and Judge (1993), Rice (1995), and Hogg and Craig (1995).
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© 2010 Springer-Verlag Berlin Heidelberg
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Sydsæter, K., Strøm, A., Berck, P. (2010). Probability and statistics. In: Economists’ Mathematical Manual. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-28518-2_33
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DOI: https://doi.org/10.1007/978-3-540-28518-2_33
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-26088-2
Online ISBN: 978-3-540-28518-2
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