Expectation

AKA Mean, Expected Value or First Moment

For discrete variables:

(1)
E(Y) = \sum_{y}(Y.P(Y))

where Y is a random variable

For continuous variables:

(2)
E(X) = \int_{X}(x.p(x).dx)

where X is a random variable and p(X) is the Probability Density Function

Alterntive notation: E(X) = \mu_x

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