ExpectedValue

As of Version 8.0, ExpectedValue has been superseded by Expectation and NExpectation.

ExpectedValue[f,list]
gives the expected value of the pure function f with respect to the values in list.

ExpectedValue[f,list,x]
gives the expected value of the function f of x with respect to the values of list.

ExpectedValue[f,dist]
gives the expected value of the pure function f with respect to the symbolic distribution dist.

ExpectedValue[f,dist,x]
gives the expected value of the function f of x with respect to the symbolic distribution dist.

Details and OptionsDetails and Options

  • For the list , the expected value of f is given by .
  • For a continuous distribution dist, the expected value of f is given by where is the probability density function of dist and the integral is taken over the domain of dist.
  • For a discrete distribution dist, the expected value of f is given by where is the probability mass function of dist and summation is over the domain of dist.
  • The following option can be given:
  • Assumptions$Assumptionsassumptions to make about parameters

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

Find the expected value of in a Poisson distribution:

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Use a pure function:

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Expected value for a list:

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Introduced in 2007
(6.0)
| Updated in 2008
(7.0)
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