expectation
consider a discrete random variable
that receives the values
with the probabilities
respectively, the expected value of
, denoted by
, is defined as
such that the series is absolutely convergent
a more general formula:
if
is a constant random variable, i.e. it receives only one value
with a probability of 1 then
.
if
is constant, then for each random variable whose expected value is finite
.
let
and
be two random variables defined over the same probability space, then:

different definitions that mostly say the same thing:
let
, we look at
as the number of successes from a sequence of
independent trials
if a variable quantity
can take on the particular values
in
mutually exclusive and exhausive situations with the respective probabilities
to them, the the quantity
is called the expectation of
.
[cite:@jaynes_prob_2003]
[cite:@jaynes_prob_2003]
let
be a real-valued random variable, if
, then
is called integrable and we call
the expectation or mean of
. if
, then
is called centered.
[cite:@klenke_prob_2020]
[cite:@klenke_prob_2020]