List questions from expected-value

Published on 23 Feb 2026 - 15:26

531

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Expected value of uniform discrete distribution

Published on 21 May 2020 - 21:53

129

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Independence of Random Variables for Expectation and Variance of Mean Estimator

Published on 22 May 2020 - 2:00

433

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Geometric Brownian motion with stochastic drift

Published on 26 Mar 2026 - 17:13

122

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tenant mailbox problem

Published on 22 May 2020 - 12:13

436

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dividing two expected values

Published on 22 May 2020 - 13:02

704

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Finding the expected value of coin flip experiment (Dark Souls problem)

Published on 22 May 2020 - 13:23

118

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Calculating Expectation $\mathbb{E}Y_n$ of a random Variable.

Published on 30 Mar 2026 - 3:53

47

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Integrability of random variable- theoretic aspect

Published on 23 May 2020 - 4:19

195

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Variant of the Two Envelopes Problem

Published on 23 May 2020 - 6:02

183

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How to compute $\mathbb{E}_X \log(1+\exp(X))$ where $X \sim \mathcal{N}(\mu,\sigma^2)$?

Published on 23 May 2020 - 11:23

81

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What does $\mathbb{E}_{\mu \sim z} [p(z)]$ stand for?

Published on 31 Mar 2026 - 16:27

39

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How to prove $\mathbb{E}\{M_m 1_{\Psi}\}=\mathbb{E}\{M_n1_{\Psi}\}$, given that $n\geq m$, $\Psi\in\mathcal{F_m}$ and $(M_n)_{n\geq1}$ is martingale?

Published on 01 Apr 2026 - 3:12

37

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Expected number of throws in a custom dice game, difference manual and simulation

Published on 28 Mar 2026 - 19:35

634

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Expected value for a system of SDE's

Published on 26 Mar 2026 - 17:12

List Question

Coupon collector's problem revisited (brute force calculation)

Expected value of uniform discrete distribution

Independence of Random Variables for Expectation and Variance of Mean Estimator

Geometric Brownian motion with stochastic drift

tenant mailbox problem

dividing two expected values

Finding the expected value of coin flip experiment (Dark Souls problem)

Calculating Expectation $\mathbb{E}Y_n$ of a random Variable.

Integrability of random variable- theoretic aspect

Variant of the Two Envelopes Problem

How to compute $\mathbb{E}_X \log(1+\exp(X))$ where $X \sim \mathcal{N}(\mu,\sigma^2)$?

What does $\mathbb{E}_{\mu \sim z} [p(z)]$ stand for?

How to prove $\mathbb{E}\{M_m 1_{\Psi}\}=\mathbb{E}\{M_n1_{\Psi}\}$, given that $n\geq m$, $\Psi\in\mathcal{F_m}$ and $(M_n)_{n\geq1}$ is martingale?

Expected number of throws in a custom dice game, difference manual and simulation

Expected value for a system of SDE's

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