ThmDex – An index of mathematical definitions, results, and conjectures.
Set of symbols
Alphabet
Deduction system
Theory
Zermelo-Fraenkel set theory
Set
Binary cartesian set product
Binary relation
Map
Simple map
Simple function
Measurable simple complex function
Simple integral
Unsigned basic integral
Unsigned basic expectation
Definition D5102
Basic expectation
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $X : \Omega \to [-\infty, \infty]$ is a D4381: Random basic number on $P$
(ii) \begin{equation} \mathbb{E} |X| < \infty \end{equation}
The expectation of $X$ on $P$ is the D1699: Basic number \begin{equation} \mathbb{E}_{\mathbb{P}} X : = \mathbb{E}_{\mathbb{P}} X^+ - \mathbb{E}_{\mathbb{P}} X^- \end{equation}
Children
D2015: Random real number moment
Results
R4577: Countable indicator partition of complex expectation in terms of pullback events
R5282: Expectation of a random fraction need not equal fraction of expectations
R4777: Expectation of bounded random real number is within the bounding interval
R3516: Signed basic expectation of almost surely zero random number is zero