Question

Compute the expectation of this stochastic process

score 92 · Answer 1 · 2026-03-24 22:56:58

92

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Compute the expectation of this stochastic process

Published on 24 Mar 2026 - 22:56

score 79 · Answer 2 · 2026-03-14 17:21:58

79

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How to reason about marginal and joint PMFs in more than two variables?

Published on 14 Mar 2026 - 17:21

score 721 · Answer 3 · 2026-03-25 03:02:09

721

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A coin tossing game which leads to a contradiction

Published on 25 Mar 2026 - 3:02

score 123 · Answer 4 · 2018-03-13 14:14:41

123

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Show that $E((q/p)^Y)=1$ if $P(Y=1)=p$ and $P(Y=-1)=q=1-p$

Published on 13 Mar 2018 - 14:14

score 65 · Answer 5 · 2018-03-13 15:08:29

What is the expected time to count to $x$, with two people, $1/2$ chance player 1 counts a step, $1/2$ chance player 2 counts a step

score 51 · Answer 6 · 2018-03-13 17:50:45

51

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Does it make any sense to mix expectations and probabilities like this?

Published on 13 Mar 2018 - 17:50

score 62 · Answer 7 · 2018-03-13 19:22:59

62

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Why $E[d^TMd] = tr(\Sigma M)+tr(\mu\mu^T M)$ if $d$ is normal $(\mu,\Sigma)$?

Published on 13 Mar 2018 - 19:22

score 80 · Answer 8 · 2018-03-13 19:27:34

80

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Approximating (double) Integral and Expectations of RVs

Published on 13 Mar 2018 - 19:27

score 360 · Answer 9 · 2026-03-20 01:38:38

360

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Prove $E^{\mathbb Q}[Y]=E^{\mathbb P}[XY]$ if $E^{\mathbb P}[X]=\mathbb P(X>0)=1$ and $ \mathbb Q(A)=E^{\mathbb Q}[X1_A] $

Published on 20 Mar 2026 - 1:38

score 122 · Answer 10 · 2026-03-24 22:14:00

122

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Application of Holder's Inequality: $\mathbb{E}|X| \ge \frac 1{\mathbb{E}\left[X^4\right]^{1/2}}$

Published on 24 Mar 2026 - 22:14

score 195 · Answer 11 · 2018-03-14 05:09:26

195

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change of random variable in calculating expectations: $\mathbb{E}_x [f(X)] = \mathbb{E}_z [f(g(Z))] $?

Published on 14 Mar 2018 - 5:09

score 401 · Answer 12 · 2026-03-25 05:59:59

401

Views

Dumb question: Computing expectation without change of variable formula

Published on 25 Mar 2026 - 5:59

score 1k · Answer 13 · 2018-03-15 19:03:34

1k

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Is the expectation of the minimum of a function equal to the minimum of the expectation?

Published on 15 Mar 2018 - 19:03

score 42 · Answer 14 · 2018-03-16 14:10:35

42

Views

Show that $E[|X-E(X)|^3] \le 8E[|X|^3]$

Published on 16 Mar 2018 - 14:10

score 34 · Answer 15 · 2018-03-17 08:16:28

34

Views

Bernoulli Iterated Expectation

Published on 17 Mar 2018 - 8:16

List Question

Compute the expectation of this stochastic process

How to reason about marginal and joint PMFs in more than two variables?

A coin tossing game which leads to a contradiction

Show that $E((q/p)^Y)=1$ if $P(Y=1)=p$ and $P(Y=-1)=q=1-p$

What is the expected time to count to $x$, with two people, $1/2$ chance player 1 counts a step, $1/2$ chance player 2 counts a step

Does it make any sense to mix expectations and probabilities like this?

Why $E[d^TMd] = tr(\Sigma M)+tr(\mu\mu^T M)$ if $d$ is normal $(\mu,\Sigma)$?

Approximating (double) Integral and Expectations of RVs

Prove $E^{\mathbb Q}[Y]=E^{\mathbb P}[XY]$ if $E^{\mathbb P}[X]=\mathbb P(X>0)=1$ and $ \mathbb Q(A)=E^{\mathbb Q}[X1_A] $

Application of Holder's Inequality: $\mathbb{E}|X| \ge \frac 1{\mathbb{E}\left[X^4\right]^{1/2}}$

change of random variable in calculating expectations: $\mathbb{E}_x [f(X)] = \mathbb{E}_z [f(g(Z))] $?

Dumb question: Computing expectation without change of variable formula

Is the expectation of the minimum of a function equal to the minimum of the expectation?

Show that $E[|X-E(X)|^3] \le 8E[|X|^3]$

Bernoulli Iterated Expectation

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