Expectation
— the expected value of f under x's distribution.
Expectation(f, Distributed(x, dist))exact for f constant, linear or quadratic in x; otherwise stays unevaluated.Typed signatures
| Type | Package | Applies |
|---|---|---|
(any, expression<Distributed>) -> real | statistics | always |
Details
- Closed forms: ; ; ; extended over
AddandMultiply-by-constant by linearity — , and so on, recursively. - Never approximated on its own — apply
Nto the result for a numeric value. - Anything past a linear/quadratic polynomial in
x(e.g. ) has no closed form here and stays unevaluated, rather than falling back to numeric integration.
Examples
About
| Examples | 4 |
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See also: Distributed, Probability, Mean