Difference between revisions of "Expected value"
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Revision as of 17:21, 23 November 2014
Let $\mathbb{T}$ be a time scale. Let $X$ be a random variable with probability density function $f \colon \mathbb{T} \rightarrow \mathbb{R}$. The expected value of $X$ is given by $$E_{\mathbb{T}}(X) = \dfrac{dC_f}{dz}(0),$$ where $C_f$ is the cumulant generating function of $f$.
