E[β‹…]\mathbb{E}[\cdot]

𝔼 β€” expected value

Read "the expected value of X". It is the average value a random quantity takes if you draw it many, many times.

E[X]\mathbb{E}[X] is what XX averages out to over a very large number of draws. Two rules are used in the course:

  • It is linear, always: E[aX+bY]=aE[X]+bE[Y]\mathbb{E}[aX + bY] = a\mathbb{E}[X] + b\mathbb{E}[Y].
  • For independent quantities (knowing one tells you nothing about the other), the expected value of a product splits: E[XY]=E[X] E[Y]\mathbb{E}[XY] = \mathbb{E}[X]\,\mathbb{E}[Y].

The second rule only holds under independence, and the proof behind the dk\sqrt{d_k} scaling depends on it.

Example

E[dieΒ roll]=1+2+3+4+5+66=3.5\mathbb{E}[\text{die roll}] = \tfrac{1+2+3+4+5+6}{6} = 3.5

No single roll is 3.5, but the average over many rolls approaches it.

Where the course uses it

Related terms