Random Variables: Expected Values and Values computed from a data

159 Views Asked by At

Given a random variable $X : \Omega \rightarrow \mathbb{R}$, we have $E[X]$, which is called expected value of the random variable.

I have one random variable $X$, and I have some smaple points on the space $\Omega$. I computed the average of $X$ over these sample points, which is closed to the expected value $E[X]$.

I would like to know how people call this value, which is computed from data.